+75.2%
D vs TXG
+70.4%
+4.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.7% | -10.3% | -0.7% |
| 7D | +0.8% | +5.5% | -4.8% | +0.7% |
| 30D | +10.7% | -19.3% | +30.1% | +11.0% |
| 3M | +2.3% | +25.0% | -22.7% | +1.2% |
| 6M | +12.5% | +201.2% | -188.7% | +8.2% |
| YTD | +20.1% | +298.8% | -278.7% | +14.2% |
| 1Y | +15.6% | +326.6% | -311.0% | +9.4% |
| 3Y | +75.2% | +78.3% | -3.2% | +68.8% |
| All | +75.2% | +70.4% | +4.8% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling