+356.9%
DE vs TXG
+24.6%
+332.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -3.0% | +9.1% | -12.2% | -4.0% |
| 30D | +11.1% | +14.9% | -3.7% | +9.3% |
| 3M | +17.6% | +120.0% | -102.4% | +6.7% |
| 6M | +13.6% | +221.8% | -208.2% | -2.0% |
| YTD | +46.3% | +312.6% | -266.3% | +22.0% |
| 1Y | +44.2% | +398.4% | -354.3% | +16.4% |
| 3Y | +76.6% | +42.1% | +34.5% | +57.0% |
| 5Y | +98.2% | -63.5% | +161.7% | +93.7% |
| All | +356.9% | +24.6% | +332.3% | +259.5% |
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