+144.6%
IR vs TXG
+24.6%
+120.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -1.9% | +9.1% | -11.0% | -3.3% |
| 30D | -15.0% | +14.9% | -29.9% | -17.1% |
| 3M | -0.4% | +120.0% | -120.4% | -13.3% |
| 6M | -15.0% | +221.8% | -236.9% | -31.0% |
| YTD | -7.1% | +312.6% | -319.6% | -27.9% |
| 1Y | -7.5% | +398.4% | -406.0% | -31.4% |
| 3Y | +6.3% | +42.1% | -35.8% | -9.6% |
| 5Y | +37.3% | -63.5% | +100.8% | +30.6% |
| All | +144.6% | +24.6% | +120.0% | +75.8% |
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