+32.6%
NET vs TXG
-61.4%
+94.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -4.0% |
| 7D | -16.4% | -19.3% | +2.9% | -8.8% |
| 30D | -25.8% | -30.9% | +5.1% | -14.9% |
| 3M | -11.5% | +41.1% | -52.6% | -26.5% |
| 6M | +18.9% | +211.9% | -193.0% | -31.8% |
| YTD | +35.2% | +314.0% | -278.8% | -35.0% |
| 1Y | +14.5% | +405.4% | -390.9% | -51.1% |
| 3Y | +313.8% | +70.0% | +243.8% | +163.8% |
| 5Y | +32.6% | -63.0% | +95.6% | +126.9% |
| All | +32.6% | -61.4% | +94.0% | +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 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