+20.6%
GEN vs TXG
-63.6%
+84.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.4% |
| 7D | -2.9% | +9.1% | -12.1% | -3.7% |
| 30D | +2.1% | +14.9% | -12.8% | +0.6% |
| 3M | +19.7% | +120.0% | -100.3% | +10.2% |
| 6M | +33.3% | +221.8% | -188.5% | +17.6% |
| YTD | +11.1% | +312.6% | -301.5% | -4.5% |
| 1Y | +3.0% | +398.4% | -395.4% | -13.8% |
| 3Y | +57.9% | +42.1% | +15.8% | +41.8% |
| 5Y | +20.6% | -63.5% | +84.1% | +21.6% |
| All | +20.6% | -63.6% | +84.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling