+643.2%
GEV vs TXG
+77.9%
+565.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +2.4% |
| 7D | +8.1% | +9.4% | -1.3% | +6.6% |
| 30D | -1.9% | +26.1% | -28.0% | -5.7% |
| 3M | +4.1% | +124.8% | -120.7% | -9.3% |
| 6M | +23.2% | +215.2% | -192.0% | +1.0% |
| YTD | +48.9% | +302.2% | -253.3% | +16.4% |
| 1Y | +62.2% | +370.9% | -308.7% | +22.1% |
| All | +643.2% | +77.9% | +565.3% | +491.9% |
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 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