+8.5%
IR vs TXG
+31.6%
-23.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -2.3% |
| 7D | +0.6% | +9.4% | -8.7% | -0.8% |
| 30D | -13.6% | +26.1% | -39.7% | -16.9% |
| 3M | +3.7% | +124.8% | -121.1% | -9.8% |
| 6M | -13.1% | +215.2% | -228.3% | -29.0% |
| YTD | -5.1% | +302.2% | -307.3% | -26.0% |
| 1Y | -6.5% | +370.9% | -377.4% | -29.8% |
| 3Y | +8.5% | +38.5% | -30.0% | -11.0% |
| All | +8.5% | +31.6% | -23.1% | -11.0% |
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