-49.3%
COMP vs TXG
-67.3%
+18.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +9.8% |
| 7D | +13.4% | -15.4% | +28.9% | +21.4% |
| 30D | +11.1% | -22.1% | +33.2% | +21.6% |
| 3M | -18.8% | +30.0% | -48.8% | -33.6% |
| 6M | +10.5% | +160.7% | -150.2% | -37.7% |
| YTD | -3.4% | +263.5% | -266.9% | -54.8% |
| 1Y | +19.7% | +356.0% | -336.3% | -51.3% |
| 3Y | +381.6% | +53.4% | +328.2% | +212.0% |
| 5Y | -17.6% | -66.7% | +49.1% | -14.7% |
| All | -49.3% | -67.3% | +18.0% | -47.7% |
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