+223.1%
NDAQ vs TXG
+16.0%
+207.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -2.4% | +1.8% | -4.3% | -2.7% |
| 30D | +2.5% | +32.0% | -29.6% | -1.4% |
| 3M | +9.9% | +87.0% | -77.1% | +0.5% |
| 6M | +9.4% | +180.1% | -170.6% | -5.9% |
| YTD | +0.4% | +284.1% | -283.7% | -17.5% |
| 1Y | +4.0% | +361.7% | -357.6% | -17.5% |
| 3Y | +94.4% | +15.9% | +78.5% | +77.2% |
| 5Y | +56.7% | -66.2% | +122.9% | +59.5% |
| All | +223.1% | +16.0% | +207.0% | +140.7% |
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 · 6 months rolling