+86.2%
F vs TXG
+16.5%
+69.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +1.0% | -3.7% | +4.6% | +1.3% |
| 30D | +2.1% | -22.0% | +24.1% | +5.5% |
| 3M | -10.3% | +7.4% | -17.7% | -13.5% |
| 6M | +3.3% | +191.2% | -187.9% | -18.6% |
| YTD | -2.0% | +285.7% | -287.6% | -27.9% |
| 1Y | -2.3% | +268.3% | -270.5% | -27.9% |
| 3Y | +49.9% | +77.3% | -27.4% | +19.3% |
| 5Y | -12.5% | -62.3% | +49.9% | -15.9% |
| All | +86.2% | +16.5% | +69.7% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling