-45.5%
MUZ vs TXG
+121.1%
-166.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +9.7% | -22.5% | -4.1% |
| 7D | +14.0% | +5.5% | +8.4% | +24.7% |
| 30D | +57.6% | -19.3% | +76.9% | +48.7% |
| 3M | -3.1% | +25.0% | -28.1% | +49.3% |
| All | -45.5% | +121.1% | -166.6% | +88.4% |
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 · Available span rolling