+153.9%
IR vs TXG
+16.0%
+137.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -15.1% | +32.0% | -47.1% | -19.2% |
| 3M | +6.1% | +87.0% | -80.9% | -5.3% |
| 6M | -16.8% | +180.1% | -196.9% | -30.9% |
| YTD | -3.5% | +284.1% | -287.7% | -24.3% |
| 1Y | -3.5% | +361.7% | -365.2% | -27.5% |
| 3Y | +9.5% | +15.9% | -6.4% | -3.8% |
| 5Y | +45.1% | -66.2% | +111.3% | +39.6% |
| All | +153.9% | +16.0% | +137.9% | +84.6% |
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 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