+500.0%
P vs TXG
+14.9%
+485.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | -4.7% | -8.1% | +3.4% | -2.5% |
| 30D | -31.4% | -17.5% | -14.0% | -28.2% |
| 3M | -2.6% | +6.1% | -8.7% | -4.5% |
| 6M | +21.9% | +202.7% | -180.7% | -6.1% |
| YTD | +58.9% | +280.4% | -221.5% | +13.7% |
| 1Y | +21.7% | +274.0% | -252.3% | -13.0% |
| 3Y | +193.3% | +74.9% | +118.4% | +127.0% |
| 5Y | +275.1% | -63.0% | +338.2% | +294.9% |
| All | +500.0% | +14.9% | +485.1% | +375.9% |
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