+29.7%
Q vs TXG
+380.3%
-350.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.4% |
| 7D | +4.1% | +5.0% | -0.9% | +3.0% |
| 30D | -10.7% | +13.5% | -24.2% | -13.3% |
| 3M | -11.7% | +128.0% | -139.7% | -27.9% |
| 6M | +8.3% | +224.4% | -216.1% | -18.5% |
| YTD | +51.3% | +307.0% | -255.7% | +10.1% |
| All | +29.7% | +380.3% | -350.6% | -9.9% |
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