+162.9%
MAR vs TXG
+24.6%
+138.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.5% |
| 7D | -0.5% | +9.1% | -9.6% | -1.6% |
| 30D | -4.7% | +14.9% | -19.6% | -6.6% |
| 3M | -15.6% | +120.0% | -135.6% | -24.9% |
| 6M | +1.2% | +221.8% | -220.6% | -15.2% |
| YTD | +7.5% | +312.6% | -305.1% | -13.5% |
| 1Y | +26.6% | +398.4% | -371.8% | -1.9% |
| 3Y | +66.0% | +42.1% | +23.9% | +45.1% |
| 5Y | +154.1% | -63.5% | +217.6% | +146.8% |
| All | +162.9% | +24.6% | +138.3% | +93.8% |
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 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