+101.5%
F vs TXG
+24.6%
+76.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -4.4% |
| 7D | -4.9% | +9.1% | -14.0% | -6.5% |
| 30D | -2.9% | +14.9% | -17.8% | -5.6% |
| 3M | -9.1% | +120.0% | -129.0% | -22.5% |
| 6M | +12.9% | +221.8% | -208.9% | -11.3% |
| YTD | +6.1% | +312.6% | -306.5% | -21.3% |
| 1Y | +22.5% | +398.4% | -375.9% | -13.7% |
| 3Y | +32.1% | +42.1% | -10.0% | +12.5% |
| 5Y | +43.7% | -63.5% | +107.2% | +41.1% |
| All | +101.5% | +24.6% | +76.9% | +42.6% |
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