+152.8%
C vs TXG
+24.6%
+128.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | +2.6% | +9.1% | -6.6% | +1.4% |
| 30D | +1.9% | +14.9% | -13.0% | -0.2% |
| 3M | +2.8% | +120.0% | -117.2% | -8.6% |
| 6M | +30.6% | +221.8% | -191.3% | +9.4% |
| YTD | +19.9% | +312.6% | -292.7% | -3.3% |
| 1Y | +44.6% | +398.4% | -353.9% | +12.3% |
| 3Y | +272.1% | +42.1% | +230.1% | +222.2% |
| 5Y | +132.0% | -63.5% | +195.4% | +121.3% |
| All | +152.8% | +24.6% | +128.2% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling