+17.2%
O vs TXG
-64.0%
+81.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -3.5% | +5.0% | -8.5% | -3.8% |
| 30D | -3.3% | +13.5% | -16.8% | -4.1% |
| 3M | -2.8% | +128.0% | -130.9% | -8.0% |
| 6M | -5.8% | +224.4% | -230.2% | -13.2% |
| YTD | +9.4% | +307.0% | -297.6% | -1.2% |
| 1Y | +5.7% | +427.2% | -421.6% | -6.9% |
| 3Y | +27.2% | +40.2% | -12.9% | +22.5% |
| 5Y | +17.2% | -64.0% | +81.2% | +19.1% |
| All | +17.2% | -64.0% | +81.2% | +19.1% |
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 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