+96.8%
LOW vs TXG
+27.0%
+69.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.3% |
| 7D | -3.7% | +9.5% | -13.2% | -4.9% |
| 30D | -8.9% | +18.8% | -27.6% | -11.0% |
| 3M | -10.4% | +136.1% | -146.5% | -20.6% |
| 6M | -19.4% | +235.2% | -254.6% | -32.2% |
| YTD | -17.1% | +320.5% | -337.7% | -32.7% |
| 1Y | -26.3% | +425.2% | -451.5% | -42.7% |
| 3Y | -9.9% | +42.9% | -52.8% | -20.0% |
| 5Y | +6.1% | -62.8% | +68.9% | +4.2% |
| All | +96.8% | +27.0% | +69.8% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling