+469.8%
P vs TXG
+21.5%
+448.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.6% |
| 7D | +7.8% | +9.4% | -1.5% | +5.8% |
| 30D | +12.3% | +26.1% | -13.8% | +6.4% |
| 3M | +37.1% | +124.8% | -87.7% | +13.9% |
| 6M | +66.1% | +215.2% | -149.2% | +25.7% |
| YTD | +50.9% | +302.2% | -251.3% | +6.9% |
| 1Y | +27.2% | +370.9% | -343.7% | -14.7% |
| 3Y | +158.7% | +38.5% | +120.2% | +111.9% |
| 5Y | +291.1% | -64.4% | +355.5% | +315.1% |
| All | +469.8% | +21.5% | +448.3% | +347.6% |
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