-35.5%
DOW vs TXG
-64.0%
+28.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -2.4% | +5.0% | -7.4% | -3.0% |
| 30D | -4.1% | +13.5% | -17.6% | -5.7% |
| 3M | -12.4% | +128.0% | -140.5% | -21.9% |
| 6M | -10.6% | +224.4% | -235.1% | -25.2% |
| YTD | +31.1% | +307.0% | -275.9% | +5.4% |
| 1Y | +30.5% | +427.2% | -396.7% | -0.2% |
| 3Y | -34.4% | +40.2% | -74.6% | -44.8% |
| 5Y | -35.5% | -64.0% | +28.5% | -47.0% |
| All | -35.5% | -64.0% | +28.5% | -47.0% |
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 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