+18.0%
Q vs TXG
+406.9%
-388.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.8% |
| 7D | -3.3% | -19.3% | +16.0% | +1.0% |
| 30D | -9.7% | -30.9% | +21.2% | -3.6% |
| 3M | -16.1% | +41.1% | -57.2% | -24.4% |
| 6M | -15.7% | +211.9% | -227.6% | -37.4% |
| YTD | +45.7% | +314.0% | -268.2% | +2.8% |
| 1Y | +18.0% | +405.4% | -387.4% | -18.3% |
| All | +18.0% | +406.9% | -388.9% | -18.3% |
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