+13.5%
D vs TXG
+16.0%
-2.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | -2.6% | +32.0% | -34.6% | -4.2% |
| 3M | 0.0% | +87.0% | -87.0% | -3.9% |
| 6M | +7.4% | +180.1% | -172.7% | +0.5% |
| YTD | +15.9% | +284.1% | -268.3% | +6.1% |
| 1Y | +18.1% | +361.7% | -343.6% | +6.3% |
| 3Y | +58.4% | +15.9% | +42.5% | +53.2% |
| 5Y | +5.2% | -66.2% | +71.4% | +7.2% |
| All | +13.5% | +16.0% | -2.5% | -12.4% |
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 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