+147.6%
GEN vs TXG
+27.0%
+120.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.4% | +0.7% |
| 7D | -1.3% | +9.5% | -10.8% | -2.1% |
| 30D | +6.1% | +18.8% | -12.6% | +4.4% |
| 3M | +27.0% | +136.1% | -109.2% | +16.9% |
| 6M | +43.9% | +235.2% | -191.4% | +27.7% |
| YTD | +13.0% | +320.5% | -307.6% | -2.0% |
| 1Y | +4.0% | +425.2% | -421.2% | -12.1% |
| 3Y | +66.2% | +42.9% | +23.3% | +50.5% |
| 5Y | +23.2% | -62.8% | +86.0% | +19.0% |
| All | +147.6% | +27.0% | +120.5% | +118.6% |
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