+281.3%
P vs TXG
-66.1%
+347.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +6.5% | +1.8% | +4.7% | +6.1% |
| 30D | +18.8% | +32.0% | -13.2% | +11.9% |
| 3M | +26.7% | +87.0% | -60.3% | +11.1% |
| 6M | +62.2% | +180.1% | -117.9% | +29.2% |
| YTD | +48.5% | +284.1% | -235.6% | +9.7% |
| 1Y | +26.4% | +361.7% | -335.3% | -11.7% |
| 3Y | +159.4% | +15.9% | +143.5% | +123.9% |
| All | +281.3% | -66.1% | +347.3% | +265.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling