+21.3%
EXC vs TXG
+37.5%
-16.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.8% |
| 7D | +1.2% | +9.4% | -8.1% | +1.4% |
| 30D | -2.7% | +26.1% | -28.8% | -2.3% |
| 3M | -1.0% | +124.8% | -125.8% | +0.2% |
| 6M | -9.3% | +215.2% | -224.5% | -7.9% |
| YTD | +3.6% | +302.2% | -298.6% | +5.3% |
| 1Y | +5.9% | +370.9% | -365.0% | +7.7% |
| All | +21.3% | +37.5% | -16.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling