-9.9%
IR vs TXG
+453.6%
-463.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.6% |
| 7D | -4.5% | +9.5% | -14.0% | -5.5% |
| 30D | -13.9% | +18.8% | -32.7% | -15.7% |
| 3M | -0.3% | +136.1% | -136.5% | -11.2% |
| 6M | -14.3% | +235.2% | -249.6% | -27.3% |
| YTD | -7.9% | +320.5% | -328.4% | -23.6% |
| 1Y | -9.9% | +425.2% | -435.1% | -26.9% |
| All | -9.9% | +453.6% | -463.5% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling