+12.2%
D vs TXG
+22.9%
-10.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -1.6% | +5.0% | -6.6% | -1.9% |
| 30D | -3.5% | +13.5% | -17.0% | -4.3% |
| 3M | -1.6% | +128.0% | -129.6% | -6.4% |
| 6M | +5.8% | +224.4% | -218.6% | -1.8% |
| YTD | +14.5% | +307.0% | -292.5% | +4.5% |
| 1Y | +14.2% | +427.2% | -413.1% | +2.0% |
| 3Y | +59.0% | +40.2% | +18.8% | +51.9% |
| 5Y | +5.4% | -64.0% | +69.4% | +7.0% |
| All | +12.2% | +22.9% | -10.8% | -13.8% |
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