+112.5%
NET vs TXG
-66.1%
+178.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -7.0% | +1.8% | -8.8% | -7.7% |
| 30D | -4.8% | +32.0% | -36.8% | -16.4% |
| 3M | +3.8% | +87.0% | -83.2% | -23.4% |
| 6M | +50.0% | +180.1% | -130.0% | -9.6% |
| YTD | +41.5% | +284.1% | -242.6% | -27.6% |
| 1Y | +32.8% | +361.7% | -328.8% | -40.0% |
| 3Y | +335.9% | +15.9% | +320.0% | +260.5% |
| All | +112.5% | -66.1% | +178.5% | +238.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling