+100.8%
LOW vs TXG
+21.5%
+79.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.4% |
| 7D | +0.4% | +9.4% | -9.0% | -0.8% |
| 30D | -10.1% | +26.1% | -36.2% | -13.0% |
| 3M | -2.9% | +124.8% | -127.7% | -13.3% |
| 6M | -19.4% | +215.2% | -234.6% | -31.7% |
| YTD | -15.4% | +302.2% | -317.6% | -31.0% |
| 1Y | -24.9% | +370.9% | -395.9% | -40.8% |
| 3Y | -7.8% | +38.5% | -46.3% | -17.8% |
| 5Y | +8.4% | -64.4% | +72.8% | +7.0% |
| All | +100.8% | +21.5% | +79.3% | +57.1% |
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 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