+27.5%
F vs TXG
+373.6%
-346.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.7% | -8.9% | -4.7% |
| 7D | +1.2% | +9.4% | -8.2% | +0.3% |
| 30D | +1.2% | +26.1% | -24.9% | -1.2% |
| 3M | -5.7% | +124.8% | -130.5% | -13.5% |
| 6M | +17.9% | +215.2% | -197.3% | +3.8% |
| YTD | +10.4% | +302.2% | -291.8% | -5.5% |
| All | +27.5% | +373.6% | -346.1% | +6.9% |
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