-17.4%
LUNR vs TXG
+228.4%
-245.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -5.4% |
| 7D | +0.5% | +9.1% | -8.6% | -1.7% |
| 30D | -5.3% | +14.9% | -20.2% | -8.6% |
| 3M | -45.6% | +120.0% | -165.6% | -56.4% |
| 6M | -17.4% | +221.8% | -239.2% | -47.1% |
| All | -17.4% | +228.4% | -245.8% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling