+280.1%
ON vs TXG
+27.0%
+253.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.3% | +5.2% | +7.4% |
| 7D | +2.4% | +9.5% | -7.1% | -0.6% |
| 30D | -8.6% | +18.8% | -27.4% | -14.1% |
| 3M | -34.3% | +136.1% | -170.4% | -51.4% |
| 6M | +28.5% | +235.2% | -206.7% | -16.8% |
| YTD | +40.6% | +320.5% | -279.9% | -16.7% |
| 1Y | +55.3% | +425.2% | -369.9% | -17.1% |
| 3Y | -22.2% | +42.9% | -65.1% | -41.9% |
| 5Y | +62.4% | -62.8% | +125.2% | +67.1% |
| All | +280.1% | +27.0% | +253.1% | +159.2% |
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