+263.5%
NDAQ vs TXG
+9.4%
+254.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | -0.4% |
| 7D | +1.7% | +1.8% | -0.1% | +1.4% |
| 30D | +16.2% | -17.7% | +33.9% | +18.1% |
| 3M | +14.0% | +2.3% | +11.6% | +11.8% |
| 6M | +22.3% | +182.5% | -160.2% | +4.0% |
| YTD | +13.0% | +262.4% | -249.4% | -7.9% |
| 1Y | +24.0% | +254.1% | -230.1% | +1.1% |
| 3Y | +117.1% | +66.6% | +50.5% | +85.2% |
| 5Y | +67.5% | -64.5% | +132.1% | +67.2% |
| All | +263.5% | +9.4% | +254.1% | +168.8% |
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