+12.6%
COMP vs TXG
+366.6%
-354.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -4.7% |
| 7D | +4.1% | +9.4% | -5.3% | +1.2% |
| 30D | -14.5% | +26.1% | -40.6% | -21.0% |
| 3M | +41.8% | +124.8% | -83.0% | +6.3% |
| 6M | +23.6% | +215.2% | -191.7% | -17.9% |
| YTD | +1.7% | +302.2% | -300.5% | -35.8% |
| 1Y | +12.6% | +370.9% | -358.4% | -32.6% |
| All | +12.6% | +366.6% | -354.0% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling