+156.8%
MSCI vs TXG
+24.6%
+132.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | -1.1% | +9.1% | -10.2% | -2.6% |
| 30D | -1.2% | +14.9% | -16.1% | -3.8% |
| 3M | -8.4% | +120.0% | -128.4% | -21.7% |
| 6M | -1.0% | +221.8% | -222.8% | -22.1% |
| YTD | -2.3% | +312.6% | -314.8% | -27.2% |
| 1Y | -1.2% | +398.4% | -399.6% | -30.5% |
| 3Y | +7.9% | +42.1% | -34.2% | -7.5% |
| 5Y | -10.1% | -63.5% | +53.4% | -4.3% |
| All | +156.8% | +24.6% | +132.2% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling