+7.3%
MSCI vs TXG
+31.6%
-24.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.7% | -8.5% | -4.1% |
| 7D | -2.1% | +9.4% | -11.4% | -2.6% |
| 30D | -1.7% | +26.1% | -27.8% | -3.3% |
| 3M | -8.2% | +124.8% | -133.0% | -13.9% |
| 6M | -2.4% | +215.2% | -217.7% | -11.4% |
| YTD | -2.8% | +302.2% | -305.0% | -13.9% |
| 1Y | -2.7% | +370.9% | -373.6% | -15.7% |
| 3Y | +7.3% | +38.5% | -31.2% | +1.6% |
| All | +7.3% | +31.6% | -24.3% | +1.6% |
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