+17.4%
D vs TXG
+14.9%
+2.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -2.4% | -8.1% | +5.7% | -2.1% |
| 30D | +9.0% | -17.5% | +26.5% | +9.7% |
| 3M | +1.0% | +6.1% | -5.2% | -0.2% |
| 6M | +11.0% | +202.7% | -191.7% | +2.9% |
| YTD | +19.8% | +280.4% | -260.7% | +9.0% |
| 1Y | +16.0% | +274.0% | -258.1% | +5.4% |
| 3Y | +74.4% | +74.9% | -0.5% | +62.7% |
| 5Y | +13.5% | -63.0% | +76.6% | +14.1% |
| All | +17.4% | +14.9% | +2.4% | -10.1% |
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