+57.7%
DD vs TXG
-62.8%
+120.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.8% |
| 7D | -3.5% | +9.5% | -13.0% | -4.9% |
| 30D | -11.7% | +18.8% | -30.4% | -14.2% |
| 3M | -9.2% | +136.1% | -145.3% | -21.8% |
| 6M | -7.2% | +235.2% | -242.4% | -25.3% |
| YTD | +6.6% | +320.5% | -313.9% | -17.8% |
| 1Y | +32.0% | +425.2% | -393.2% | -3.1% |
| 3Y | +42.1% | +42.9% | -0.8% | +19.6% |
| All | +57.7% | -62.8% | +120.4% | +38.6% |
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