+3.9%
D vs TXG
-63.6%
+67.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -0.4% | +9.1% | -9.6% | -0.8% |
| 30D | -2.1% | +14.9% | -17.0% | -2.7% |
| 3M | -0.7% | +120.0% | -120.7% | -4.5% |
| 6M | +5.6% | +221.8% | -216.2% | -0.5% |
| YTD | +14.6% | +312.6% | -298.0% | +6.4% |
| 1Y | +15.3% | +398.4% | -383.1% | +5.6% |
| 3Y | +59.1% | +42.1% | +17.0% | +53.6% |
| 5Y | +3.9% | -63.5% | +67.4% | -3.5% |
| All | +3.9% | -63.6% | +67.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling