+75.9%
LUNR vs TXG
+372.5%
-296.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -3.6% | +1.8% | -5.4% | -4.1% |
| 30D | +5.9% | +32.0% | -26.1% | -2.8% |
| 3M | -56.0% | +87.0% | -143.0% | -63.5% |
| 6M | -20.5% | +180.1% | -200.5% | -43.7% |
| YTD | -8.7% | +284.1% | -292.9% | -42.3% |
| 1Y | +75.9% | +361.7% | -285.8% | +4.8% |
| All | +75.9% | +372.5% | -296.6% | +4.8% |
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