+39.1%
O vs TXG
+65.2%
-26.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.4% | -1.8% | +1.5% | -0.3% |
| 30D | +7.1% | -20.4% | +27.5% | +7.5% |
| 3M | -5.2% | +0.1% | -5.3% | -5.7% |
| 6M | -1.8% | +176.2% | -177.9% | -5.7% |
| YTD | +9.1% | +256.8% | -247.7% | +3.3% |
| 1Y | +9.7% | +255.9% | -246.2% | +3.8% |
| 3Y | +39.1% | +60.2% | -21.1% | +42.1% |
| All | +39.1% | +65.2% | -26.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling