+22.5%
P vs TXG
+385.8%
-363.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.3% |
| 7D | +5.0% | +9.1% | -4.1% | +3.9% |
| 30D | -0.9% | +14.9% | -15.8% | -2.6% |
| 3M | +38.7% | +120.0% | -81.3% | +28.0% |
| 6M | +54.4% | +221.8% | -167.4% | +37.5% |
| YTD | +44.8% | +312.6% | -267.7% | +23.8% |
| 1Y | +22.5% | +398.4% | -375.9% | +2.3% |
| All | +22.5% | +385.8% | -363.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling