-46.5%
COMP vs TXG
-64.2%
+17.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.7% | -4.1% | +1.2% |
| 7D | +14.5% | +5.5% | +9.0% | +11.5% |
| 30D | +14.9% | -19.3% | +34.3% | +23.9% |
| 3M | -14.2% | +25.0% | -39.3% | -27.8% |
| 6M | +23.7% | +201.2% | -177.4% | -34.9% |
| YTD | +2.1% | +298.8% | -296.8% | -54.3% |
| 1Y | +26.2% | +326.6% | -300.4% | -46.1% |
| 3Y | +470.9% | +78.3% | +392.6% | +241.4% |
| 5Y | -14.0% | -61.3% | +47.3% | -15.8% |
| All | -46.5% | -64.2% | +17.7% | -47.0% |
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