-51.3%
IT vs TXG
+39.1%
-90.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -12.7% | +5.0% | -17.7% | -13.3% |
| 30D | -8.9% | +13.5% | -22.4% | -10.4% |
| 3M | +10.1% | +128.0% | -117.9% | -1.7% |
| 6M | +7.3% | +224.4% | -217.2% | -9.9% |
| YTD | -32.4% | +307.0% | -339.4% | -45.1% |
| 1Y | -26.6% | +427.2% | -453.9% | -43.2% |
| All | -51.3% | +39.1% | -90.4% | -59.1% |
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