-48.3%
MUZ vs TXG
+129.5%
-177.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +3.4% | +10.8% | +16.8% |
| 7D | +47.2% | -19.3% | +66.4% | +28.2% |
| 30D | +57.1% | -30.9% | +88.0% | +26.5% |
| 3M | -5.3% | +41.1% | -46.4% | +57.2% |
| All | -48.3% | +129.5% | -177.8% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling