+47.6%
ON vs TXG
+406.9%
-359.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.5% |
| 7D | -5.8% | -19.3% | +13.4% | -2.4% |
| 30D | -17.1% | -30.9% | +13.8% | -12.4% |
| 3M | -11.8% | +41.1% | -52.9% | -18.7% |
| 6M | -30.2% | +211.9% | -242.1% | -42.4% |
| YTD | +31.6% | +314.0% | -282.4% | +5.0% |
| 1Y | +47.6% | +405.4% | -357.8% | +17.3% |
| All | +47.6% | +406.9% | -359.4% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling