+53.5%
DAL vs TXG
+9.4%
+44.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.5% | -4.3% |
| 7D | +1.4% | +1.8% | -0.4% | +1.0% |
| 30D | +9.1% | -17.7% | +26.8% | +12.3% |
| 3M | -3.5% | +2.3% | -5.8% | -6.1% |
| 6M | +23.4% | +182.5% | -159.1% | -4.4% |
| YTD | +26.0% | +262.4% | -236.3% | -8.3% |
| 1Y | +44.6% | +254.1% | -209.5% | +5.3% |
| 3Y | +162.7% | +66.6% | +96.1% | +101.8% |
| 5Y | +113.0% | -64.5% | +177.5% | +85.9% |
| All | +53.5% | +9.4% | +44.0% | +8.4% |
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 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