+20.0%
ON vs TXG
-65.2%
+85.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | +12.2% | -1.8% | +14.1% | +12.9% |
| 30D | -3.1% | -20.4% | +17.3% | +3.5% |
| 3M | -12.9% | +0.1% | -12.9% | -15.4% |
| 6M | -38.6% | +176.2% | -214.8% | -58.1% |
| YTD | +31.2% | +256.8% | -225.5% | -20.3% |
| 1Y | +47.6% | +255.9% | -208.3% | -11.1% |
| 3Y | +6.6% | +60.2% | -53.6% | -25.2% |
| All | +20.0% | -65.2% | +85.2% | +18.1% |
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