-57.4%
MUZ vs TXG
+110.9%
-168.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -1.4% | -22.5% | -25.1% |
| 7D | -17.7% | -8.1% | -9.6% | -19.7% |
| 30D | +14.5% | -17.5% | +31.9% | +8.1% |
| 3M | -25.7% | +6.1% | -31.8% | -3.8% |
| All | -57.4% | +110.9% | -168.3% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling