+30.8%
IT vs TXG
+27.0%
+3.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +1.9% | +4.8% |
| 7D | -3.7% | +9.5% | -13.1% | -4.9% |
| 30D | +0.1% | +18.8% | -18.7% | -2.4% |
| 3M | +20.7% | +136.1% | -115.4% | +5.8% |
| 6M | +12.0% | +235.2% | -223.3% | -7.7% |
| YTD | -28.8% | +320.5% | -349.4% | -43.3% |
| 1Y | -25.5% | +425.2% | -450.7% | -43.3% |
| 3Y | -48.8% | +42.9% | -91.6% | -55.5% |
| 5Y | -42.7% | -62.8% | +20.1% | -45.9% |
| All | +30.8% | +27.0% | +3.8% | +4.7% |
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