+16.7%
D vs TXG
+7.8%
+8.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | -1.4% | -1.8% | +0.5% | -1.3% |
| 30D | +7.7% | -20.4% | +28.1% | +8.6% |
| 3M | -0.3% | +0.1% | -0.4% | -1.1% |
| 6M | +10.1% | +176.2% | -166.1% | +2.5% |
| YTD | +19.1% | +256.8% | -237.7% | +8.6% |
| 1Y | +15.9% | +255.9% | -240.0% | +5.6% |
| 3Y | +75.0% | +60.2% | +14.8% | +64.1% |
| 5Y | +13.4% | -65.1% | +78.5% | +14.2% |
| All | +16.7% | +7.8% | +8.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling