+632.4%
GEV vs TXG
+86.0%
+546.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.1% |
| 7D | +1.6% | +9.5% | -7.9% | +0.2% |
| 30D | -7.9% | +18.8% | -26.7% | -10.6% |
| 3M | +5.6% | +136.1% | -130.5% | -8.6% |
| 6M | +13.1% | +235.2% | -222.2% | -8.2% |
| YTD | +46.7% | +320.5% | -273.8% | +13.9% |
| 1Y | +51.3% | +425.2% | -373.9% | +11.9% |
| All | +632.4% | +86.0% | +546.4% | +479.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling