+64.1%
EXC vs TXG
+16.0%
+48.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | -3.7% | +32.0% | -35.7% | -5.0% |
| 3M | -1.3% | +87.0% | -88.3% | -4.4% |
| 6M | -9.7% | +180.1% | -189.8% | -14.6% |
| YTD | +2.9% | +284.1% | -281.2% | -4.6% |
| 1Y | +4.4% | +361.7% | -357.3% | -4.6% |
| 3Y | +22.2% | +15.9% | +6.3% | +21.7% |
| 5Y | +46.7% | -66.2% | +112.9% | +60.0% |
| All | +64.1% | +16.0% | +48.1% | +29.6% |
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