+125.6%
C vs TXG
+16.5%
+109.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.7% |
| 7D | -0.4% | -3.7% | +3.3% | 0.0% |
| 30D | -5.2% | -22.0% | +16.8% | -2.6% |
| 3M | -9.1% | +7.4% | -16.5% | -11.2% |
| 6M | -1.6% | +191.2% | -192.8% | -17.0% |
| YTD | +6.9% | +285.7% | -278.7% | -13.9% |
| 1Y | +23.0% | +268.3% | -245.3% | -0.8% |
| 3Y | +216.1% | +77.3% | +138.9% | +164.0% |
| 5Y | +112.2% | -62.3% | +174.6% | +100.1% |
| All | +125.6% | +16.5% | +109.1% | +54.6% |
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