+62.8%
DAL vs TXG
+20.5%
+42.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.7% | -4.5% | +3.4% |
| 7D | +10.0% | +5.5% | +4.5% | +8.7% |
| 30D | +12.0% | -19.3% | +31.4% | +15.8% |
| 3M | +0.8% | +25.0% | -24.2% | -6.1% |
| 6M | +26.2% | +201.2% | -175.0% | -3.5% |
| YTD | +33.7% | +298.8% | -265.1% | -4.6% |
| 1Y | +57.6% | +326.6% | -269.0% | +10.3% |
| 3Y | +183.5% | +78.3% | +105.2% | +114.7% |
| 5Y | +114.2% | -61.3% | +175.5% | +83.6% |
| All | +62.8% | +20.5% | +42.3% | +12.8% |
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