+32.0%
Q vs TXG
+386.9%
-354.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +6.6% | +9.1% | -2.5% | +4.6% |
| 30D | -6.6% | +14.9% | -21.4% | -9.5% |
| 3M | -13.2% | +120.0% | -133.2% | -28.6% |
| 6M | +9.9% | +221.8% | -211.9% | -17.1% |
| YTD | +53.9% | +312.6% | -258.6% | +11.7% |
| All | +32.0% | +386.9% | -354.9% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling