-8.7%
COMP vs TXG
-65.2%
+56.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | +16.6% | -20.4% | +36.9% | +26.7% |
| 3M | -23.5% | +0.1% | -23.6% | -28.4% |
| 6M | +25.7% | +176.2% | -150.4% | -33.0% |
| YTD | -3.4% | +256.8% | -260.2% | -56.1% |
| 1Y | +7.6% | +255.9% | -248.3% | -51.5% |
| 3Y | +423.6% | +60.2% | +363.4% | +225.1% |
| All | -8.7% | -65.2% | +56.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling