+508.4%
P vs TXG
+7.8%
+500.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +11.6% | -1.8% | +13.5% | +12.0% |
| 30D | -23.7% | -20.4% | -3.3% | -19.3% |
| 3M | -8.0% | +0.1% | -8.0% | -8.5% |
| 6M | +27.9% | +176.2% | -148.3% | +0.5% |
| YTD | +61.2% | +256.8% | -195.6% | +16.9% |
| 1Y | +28.6% | +255.9% | -227.3% | -7.1% |
| 3Y | +200.5% | +60.2% | +140.3% | +137.2% |
| 5Y | +282.9% | -65.1% | +348.0% | +308.1% |
| All | +508.4% | +7.8% | +500.6% | +389.5% |
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