+39.9%
IT vs TXG
+7.8%
+32.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | -1.8% | -20.4% | +18.5% | 0.0% |
| 3M | +4.8% | +0.1% | +4.8% | +2.8% |
| 6M | +33.0% | +176.2% | -143.2% | +11.4% |
| YTD | -23.8% | +256.8% | -280.6% | -39.1% |
| 1Y | -16.5% | +255.9% | -272.4% | -33.5% |
| 3Y | -53.6% | +60.2% | -113.9% | -61.1% |
| 5Y | -42.1% | -65.1% | +22.9% | -45.5% |
| All | +39.9% | +7.8% | +32.2% | +12.5% |
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 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