-29.9%
COMP vs TXG
-66.1%
+36.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +1.4% | +1.8% | -0.4% | +0.5% |
| 30D | -13.3% | +32.0% | -45.3% | -26.0% |
| 3M | +41.1% | +87.0% | -45.9% | -0.9% |
| 6M | +17.2% | +180.1% | -162.9% | -34.4% |
| YTD | +5.2% | +284.1% | -278.9% | -50.7% |
| 1Y | +18.9% | +361.7% | -342.7% | -51.7% |
| 3Y | +215.9% | +15.9% | +200.0% | +160.9% |
| All | -29.9% | -66.1% | +36.2% | -18.4% |
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