-49.1%
COMP vs TXG
-65.8%
+16.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | +2.2% | -8.1% | +10.3% | +6.1% |
| 30D | +16.3% | -17.5% | +33.8% | +24.0% |
| 3M | -19.1% | +6.1% | -25.3% | -25.9% |
| 6M | +17.1% | +202.7% | -185.6% | -38.5% |
| YTD | -2.9% | +280.4% | -283.4% | -55.5% |
| 1Y | +8.8% | +274.0% | -265.2% | -50.2% |
| 3Y | +423.5% | +74.9% | +348.6% | +214.8% |
| 5Y | -10.5% | -63.0% | +52.6% | -10.3% |
| All | -49.1% | -65.8% | +16.7% | -48.5% |
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