+67.0%
MAR vs TXG
+41.0%
+26.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.5% |
| 7D | -0.5% | +9.1% | -9.6% | -1.5% |
| 30D | -4.7% | +14.9% | -19.6% | -6.3% |
| 3M | -15.6% | +120.0% | -135.6% | -24.0% |
| 6M | +1.2% | +221.8% | -220.6% | -13.9% |
| YTD | +7.5% | +312.6% | -305.1% | -11.9% |
| 1Y | +26.6% | +398.4% | -371.8% | +0.1% |
| All | +67.0% | +41.0% | +26.0% | +51.7% |
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