+22.8%
COMP vs TXG
+314.1%
-291.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.7% | -4.1% | +2.8% |
| 7D | +14.5% | +5.5% | +9.0% | +12.8% |
| 30D | +14.9% | -19.3% | +34.3% | +20.7% |
| 3M | -14.2% | +25.0% | -39.3% | -24.8% |
| 6M | +23.7% | +201.2% | -177.4% | -27.1% |
| YTD | +2.1% | +298.8% | -296.8% | -45.1% |
| All | +22.8% | +314.1% | -291.3% | -33.2% |
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