-37.5%
MUZ vs TXG
+101.5%
-139.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.1% | -12.0% | -8.0% |
| 7D | +45.8% | -15.4% | +61.2% | +32.8% |
| 30D | +99.8% | -22.1% | +121.9% | +78.4% |
| 3M | +12.0% | +30.0% | -18.0% | +85.9% |
| All | -37.5% | +101.5% | -139.0% | +96.4% |
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 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 · Available span rolling