+414.9%
COMP vs TXG
+67.8%
+347.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -0.6% |
| 7D | +8.9% | +1.8% | +7.1% | +8.4% |
| 30D | +14.0% | -17.7% | +31.6% | +19.4% |
| 3M | -21.1% | +2.3% | -23.5% | -24.8% |
| 6M | +20.1% | +182.5% | -162.4% | -22.0% |
| YTD | -5.0% | +262.4% | -267.4% | -43.9% |
| 1Y | +5.7% | +254.1% | -248.4% | -37.4% |
| All | +414.9% | +67.8% | +347.1% | +348.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling