+3.8%
EXC vs TXG
+392.4%
-388.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.8% |
| 7D | -1.6% | +5.0% | -6.6% | -1.4% |
| 30D | -2.4% | +13.5% | -15.9% | -1.8% |
| 3M | -4.0% | +128.0% | -132.0% | -0.4% |
| 6M | -9.8% | +224.4% | -234.2% | -5.0% |
| YTD | +2.3% | +307.0% | -304.7% | +8.1% |
| 1Y | +3.8% | +427.2% | -423.4% | +11.4% |
| All | +3.8% | +392.4% | -388.6% | +11.4% |
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 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