-8.8%
IT vs TXG
+406.9%
-415.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +1.4% |
| 7D | -5.5% | -19.3% | +13.8% | -4.9% |
| 30D | +10.3% | -30.9% | +41.3% | +12.1% |
| 3M | +11.5% | +41.1% | -29.6% | +8.2% |
| 6M | +40.3% | +211.9% | -171.6% | +22.2% |
| YTD | -17.9% | +314.0% | -331.9% | -31.5% |
| 1Y | -8.8% | +405.4% | -414.2% | -25.5% |
| All | -8.8% | +406.9% | -415.7% | -25.5% |
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