+91.1%
NDAQ vs TXG
+41.0%
+50.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.1% |
| 7D | -1.6% | +9.1% | -10.7% | -2.3% |
| 30D | -1.5% | +14.9% | -16.4% | -2.8% |
| 3M | +8.0% | +120.0% | -111.9% | -0.4% |
| 6M | +7.7% | +221.8% | -214.1% | -5.1% |
| YTD | -2.3% | +312.6% | -314.9% | -16.4% |
| 1Y | +0.6% | +398.4% | -397.9% | -16.1% |
| All | +91.1% | +41.0% | +50.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling