+269.3%
C vs TXG
+31.6%
+237.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.4% |
| 7D | +3.2% | +9.4% | -6.2% | +1.8% |
| 30D | +1.3% | +26.1% | -24.8% | -2.5% |
| 3M | +3.1% | +124.8% | -121.7% | -10.0% |
| 6M | +29.6% | +215.2% | -185.6% | +6.4% |
| YTD | +19.0% | +302.2% | -283.3% | -6.5% |
| 1Y | +45.6% | +370.9% | -325.3% | +10.2% |
| 3Y | +269.3% | +38.5% | +230.8% | +215.7% |
| All | +269.3% | +31.6% | +237.6% | +215.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling