+87.5%
F vs TXG
+20.5%
+67.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.7% | -9.1% | -1.0% |
| 7D | -0.6% | +5.5% | -6.2% | -1.9% |
| 30D | +2.9% | -19.3% | +22.2% | +5.7% |
| 3M | -9.5% | +25.0% | -34.5% | -15.2% |
| 6M | +4.0% | +201.2% | -197.1% | -18.5% |
| YTD | -1.3% | +298.8% | -300.1% | -27.8% |
| 1Y | -1.9% | +326.6% | -328.5% | -29.7% |
| 3Y | +53.5% | +78.3% | -24.8% | +22.2% |
| 5Y | -15.1% | -61.3% | +46.2% | -18.8% |
| All | +87.5% | +20.5% | +67.1% | +30.8% |
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