+206.8%
NDAQ vs TXG
+22.9%
+183.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.2% |
| 7D | -6.8% | +5.0% | -11.8% | -7.4% |
| 30D | -3.2% | +13.5% | -16.7% | -4.9% |
| 3M | +6.5% | +128.0% | -121.6% | -5.1% |
| 6M | +5.7% | +224.4% | -218.7% | -10.8% |
| YTD | -4.6% | +307.0% | -311.6% | -22.2% |
| 1Y | -1.6% | +427.2% | -428.8% | -23.3% |
| 3Y | +86.4% | +40.2% | +46.3% | +65.4% |
| 5Y | +50.3% | -64.0% | +114.3% | +51.8% |
| All | +206.8% | +22.9% | +183.9% | +126.9% |
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 · 6 months rolling