-62.9%
MUZ vs TXG
+128.7%
-191.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.4% | -3.3% |
| 7D | -16.3% | +9.1% | -25.4% | -8.8% |
| 30D | -36.4% | +14.9% | -51.2% | -26.3% |
| 3M | -62.9% | +120.0% | -182.9% | +9.9% |
| All | -62.9% | +128.7% | -191.6% | +9.9% |
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 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