+96.8%
DD vs TXG
+7.8%
+89.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +5.0% | -1.8% | +6.8% | +5.2% |
| 30D | +19.7% | -20.4% | +40.1% | +23.0% |
| 3M | +7.2% | +0.1% | +7.1% | +5.3% |
| 6M | +1.0% | +176.2% | -175.1% | -16.6% |
| YTD | +29.1% | +256.8% | -227.7% | +1.3% |
| 1Y | +28.5% | +255.9% | -227.4% | +0.4% |
| 3Y | +89.4% | +60.2% | +29.2% | +55.9% |
| 5Y | +67.1% | -65.1% | +132.2% | +59.5% |
| All | +96.8% | +7.8% | +89.0% | +38.4% |
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