+1,381.0%
NET vs TXG
+28.0%
+1,353.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.9% |
| 7D | -16.4% | -19.3% | +2.9% | -9.1% |
| 30D | -25.8% | -30.9% | +5.1% | -15.4% |
| 3M | -11.5% | +41.1% | -52.6% | -25.7% |
| 6M | +18.9% | +211.9% | -193.0% | -29.5% |
| YTD | +35.2% | +314.0% | -278.8% | -31.9% |
| 1Y | +14.5% | +405.4% | -390.9% | -48.3% |
| 3Y | +313.8% | +70.0% | +243.8% | +161.8% |
| 5Y | +32.6% | -63.0% | +95.6% | +51.3% |
| All | +1,381.0% | +28.0% | +1,353.0% | +1,237.0% |
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