+32.7%
KO vs TXG
+372.5%
-339.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | -1.8% | +1.8% | -3.6% | -1.7% |
| 30D | +1.4% | +32.0% | -30.6% | +2.4% |
| 3M | +15.4% | +87.0% | -71.6% | +18.1% |
| 6M | +14.3% | +180.1% | -165.8% | +17.7% |
| YTD | +27.7% | +284.1% | -256.5% | +31.7% |
| 1Y | +32.7% | +361.7% | -329.0% | +37.2% |
| All | +32.7% | +372.5% | -339.8% | +37.2% |
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 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