+21.7%
P vs TXG
+265.0%
-243.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | -4.7% | -8.1% | +3.4% | -2.6% |
| 30D | -31.4% | -17.5% | -14.0% | -28.5% |
| 3M | -2.6% | +6.1% | -8.7% | -2.1% |
| 6M | +21.9% | +202.7% | -180.7% | +15.1% |
| YTD | +58.9% | +280.4% | -221.5% | +43.0% |
| 1Y | +21.7% | +274.0% | -252.3% | +9.2% |
| All | +21.7% | +265.0% | -243.3% | +9.2% |
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