+165.3%
MSCI vs TXG
+16.0%
+149.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +0.4% | +1.8% | -1.4% | +0.1% |
| 30D | +0.6% | +32.0% | -31.4% | -4.7% |
| 3M | -7.1% | +87.0% | -94.1% | -18.3% |
| 6M | +0.8% | +180.1% | -179.2% | -18.6% |
| YTD | +1.0% | +284.1% | -283.1% | -23.9% |
| 1Y | +4.3% | +361.7% | -357.4% | -25.6% |
| 3Y | +9.9% | +15.9% | -6.0% | -1.3% |
| 5Y | -6.8% | -66.2% | +59.4% | +0.5% |
| All | +165.3% | +16.0% | +149.3% | +105.5% |
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