-27.5%
ON vs TXG
+41.0%
-68.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.9% |
| 7D | -1.9% | +9.1% | -11.0% | -4.5% |
| 30D | -11.0% | +14.9% | -25.9% | -15.2% |
| 3M | -39.3% | +120.0% | -159.3% | -53.3% |
| 6M | +19.8% | +221.8% | -202.0% | -19.6% |
| YTD | +31.1% | +312.6% | -281.5% | -19.9% |
| 1Y | +46.0% | +398.4% | -352.5% | -18.8% |
| All | -27.5% | +41.0% | -68.5% | -47.7% |
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 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