+25.7%
IT vs TXG
+21.5%
+4.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.7% | -12.1% | -8.0% |
| 7D | -9.1% | +9.4% | -18.5% | -10.3% |
| 30D | -7.0% | +26.1% | -33.1% | -10.0% |
| 3M | +7.6% | +124.8% | -117.2% | -5.1% |
| 6M | +2.1% | +215.2% | -213.1% | -15.1% |
| YTD | -31.6% | +302.2% | -333.8% | -45.2% |
| 1Y | -29.9% | +370.9% | -400.8% | -45.8% |
| 3Y | -51.3% | +38.5% | -89.8% | -57.5% |
| 5Y | -44.8% | -64.4% | +19.6% | -47.5% |
| All | +25.7% | +21.5% | +4.2% | +1.2% |
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