-11.4%
MSCI vs TXG
-65.4%
+54.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.7% | -8.5% | -4.5% |
| 7D | -2.1% | +9.4% | -11.4% | -3.5% |
| 30D | -1.7% | +26.1% | -27.8% | -5.6% |
| 3M | -8.2% | +124.8% | -133.0% | -20.9% |
| 6M | -2.4% | +215.2% | -217.7% | -21.7% |
| YTD | -2.8% | +302.2% | -305.0% | -25.9% |
| 1Y | -2.7% | +370.9% | -373.6% | -29.3% |
| 3Y | +7.3% | +38.5% | -31.2% | -4.5% |
| 5Y | -11.4% | -64.4% | +52.9% | -3.9% |
| All | -11.4% | -65.4% | +54.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling