-9.6%
DOW vs TXG
+27.0%
-36.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.5% |
| 7D | -1.4% | +9.5% | -10.9% | -2.5% |
| 30D | -3.9% | +18.8% | -22.7% | -6.1% |
| 3M | -12.7% | +136.1% | -148.8% | -22.4% |
| 6M | -13.7% | +235.2% | -248.9% | -27.8% |
| YTD | +28.4% | +320.5% | -292.2% | +3.4% |
| 1Y | +21.8% | +425.2% | -403.4% | -6.0% |
| 3Y | -35.7% | +42.9% | -78.6% | -45.1% |
| 5Y | -36.8% | -62.8% | +26.0% | -41.3% |
| All | -9.6% | +27.0% | -36.6% | -38.0% |
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