-8.3%
DOW vs TXG
+16.0%
-24.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | +0.4% | +32.0% | -31.6% | -3.3% |
| 3M | -14.4% | +87.0% | -101.4% | -21.7% |
| 6M | -7.0% | +180.1% | -187.0% | -20.3% |
| YTD | +30.2% | +284.1% | -253.9% | +6.0% |
| 1Y | +29.2% | +361.7% | -332.5% | +1.4% |
| 3Y | -36.7% | +15.9% | -52.6% | -44.7% |
| 5Y | -37.7% | -66.2% | +28.5% | -41.4% |
| All | -8.3% | +16.0% | -24.4% | -36.4% |
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