+211.2%
B vs TXG
+16.0%
+195.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | +9.4% | +32.0% | -22.6% | +6.0% |
| 3M | +5.0% | +87.0% | -82.0% | -2.3% |
| 6M | -3.5% | +180.1% | -183.6% | -14.2% |
| YTD | +4.5% | +284.1% | -279.7% | -10.0% |
| 1Y | +67.8% | +361.7% | -293.9% | +41.4% |
| 3Y | +196.7% | +15.9% | +180.8% | +172.6% |
| 5Y | +151.9% | -66.2% | +218.1% | +145.4% |
| All | +211.2% | +16.0% | +195.2% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling