+68.1%
DD vs TXG
+21.5%
+46.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.9% |
| 7D | -0.6% | +9.4% | -10.0% | -2.0% |
| 30D | -7.4% | +26.1% | -33.5% | -11.0% |
| 3M | -6.4% | +124.8% | -131.2% | -18.6% |
| 6M | -2.5% | +215.2% | -217.7% | -20.3% |
| YTD | +10.2% | +302.2% | -292.0% | -13.8% |
| 1Y | +36.9% | +370.9% | -334.0% | +3.1% |
| 3Y | +47.0% | +38.5% | +8.5% | +25.3% |
| 5Y | +63.1% | -64.4% | +127.5% | +57.0% |
| All | +68.1% | +21.5% | +46.6% | +17.8% |
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 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