+3.4%
EXC vs TXG
+406.9%
-403.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.8% |
| 7D | +3.3% | -19.3% | +22.5% | +2.3% |
| 30D | +13.3% | -30.9% | +44.2% | +11.7% |
| 3M | +1.8% | +41.1% | -39.2% | +3.6% |
| 6M | +1.1% | +211.9% | -210.8% | +5.5% |
| YTD | +9.0% | +314.0% | -305.0% | +13.5% |
| 1Y | +3.4% | +405.4% | -402.0% | +5.9% |
| All | +3.4% | +406.9% | -403.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling