+16.3%
O vs TXG
+27.0%
-10.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | -2.9% | +9.5% | -12.3% | -3.5% |
| 30D | -4.5% | +18.8% | -23.3% | -5.7% |
| 3M | -2.6% | +136.1% | -138.8% | -8.8% |
| 6M | -5.6% | +235.2% | -240.9% | -14.3% |
| YTD | +9.3% | +320.5% | -311.3% | -2.9% |
| 1Y | +4.3% | +425.2% | -420.9% | -9.5% |
| 3Y | +27.4% | +42.9% | -15.5% | +20.6% |
| 5Y | +17.1% | -62.8% | +79.9% | +20.2% |
| All | +16.3% | +27.0% | -10.7% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling