+158.8%
B vs TXG
-63.6%
+222.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | +1.0% | +9.1% | -8.1% | 0.0% |
| 30D | +9.5% | +14.9% | -5.4% | +7.8% |
| 3M | +14.3% | +120.0% | -105.6% | +4.4% |
| 6M | -1.9% | +221.8% | -223.7% | -14.2% |
| YTD | +4.1% | +312.6% | -308.5% | -11.3% |
| 1Y | +56.1% | +398.4% | -342.3% | +30.2% |
| 3Y | +202.0% | +42.1% | +159.9% | +170.4% |
| 5Y | +158.8% | -63.5% | +222.3% | +125.1% |
| All | +158.8% | -63.6% | +222.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling