+3.7%
F vs TXG
+406.9%
-403.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.8% |
| 7D | +6.0% | -19.3% | +25.3% | +7.1% |
| 30D | +4.3% | -30.9% | +35.2% | +6.1% |
| 3M | -10.1% | +41.1% | -51.1% | -13.5% |
| 6M | +12.8% | +211.9% | -199.1% | +0.7% |
| YTD | -0.1% | +314.0% | -314.1% | -11.9% |
| 1Y | +3.7% | +405.4% | -401.7% | -10.3% |
| All | +3.7% | +406.9% | -403.2% | -10.3% |
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 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