-44.8%
COMP vs TXG
-65.5%
+20.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.7% |
| 3M | +41.1% | +87.0% | -45.9% | +0.3% |
| 6M | +17.2% | +180.1% | -162.9% | -33.1% |
| YTD | +5.2% | +284.1% | -278.9% | -49.4% |
| 1Y | +18.9% | +361.7% | -342.7% | -50.2% |
| 3Y | +215.9% | +15.9% | +200.0% | +158.0% |
| 5Y | -31.2% | -66.2% | +35.0% | -26.2% |
| All | -44.8% | -65.5% | +20.7% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling