+62.9%
KO vs TXG
+39.1%
+23.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -1.1% | +5.0% | -6.1% | -1.1% |
| 30D | +1.6% | +13.5% | -11.9% | +1.7% |
| 3M | +5.8% | +128.0% | -122.3% | +6.4% |
| 6M | +14.3% | +224.4% | -210.2% | +14.9% |
| YTD | +27.3% | +307.0% | -279.7% | +27.8% |
| 1Y | +33.2% | +427.2% | -394.1% | +33.5% |
| All | +62.9% | +39.1% | +23.8% | +69.3% |
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