+55.3%
ON vs TXG
+453.6%
-398.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.3% | +5.2% | +7.9% |
| 7D | +2.4% | +9.5% | -7.1% | +0.6% |
| 30D | -8.6% | +18.8% | -27.4% | -11.8% |
| 3M | -34.3% | +136.1% | -170.4% | -44.9% |
| 6M | +28.5% | +235.2% | -206.7% | +1.6% |
| YTD | +40.6% | +320.5% | -279.9% | +6.5% |
| 1Y | +55.3% | +425.2% | -369.9% | +9.7% |
| All | +55.3% | +453.6% | -398.3% | +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 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