+164.7%
HIG vs TXG
+27.0%
+137.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.7% | -0.5% |
| 7D | -1.5% | +9.5% | -10.9% | -1.8% |
| 30D | -0.4% | +18.8% | -19.1% | -1.1% |
| 3M | +6.7% | +136.1% | -129.4% | +2.4% |
| 6M | +2.0% | +235.2% | -233.3% | -4.0% |
| YTD | +0.3% | +320.5% | -320.3% | -6.9% |
| 1Y | +4.2% | +425.2% | -421.0% | -4.7% |
| 3Y | +102.2% | +42.9% | +59.3% | +93.5% |
| 5Y | +118.5% | -62.8% | +181.3% | +112.0% |
| All | +164.7% | +27.0% | +137.7% | +120.6% |
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