+129.2%
C vs TXG
+14.9%
+114.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.8% |
| 7D | -0.4% | -8.1% | +7.7% | +0.6% |
| 30D | -5.3% | -17.5% | +12.1% | -3.4% |
| 3M | -8.0% | +6.1% | -14.1% | -10.0% |
| 6M | -0.3% | +202.7% | -202.9% | -16.4% |
| YTD | +8.6% | +280.4% | -271.8% | -12.4% |
| 1Y | +25.8% | +274.0% | -248.2% | +1.3% |
| 3Y | +221.2% | +74.9% | +146.3% | +168.7% |
| 5Y | +113.6% | -63.0% | +176.6% | +101.8% |
| All | +129.2% | +14.9% | +114.3% | +57.3% |
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