+29.7%
Q vs TXG
+374.7%
-345.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.3% |
| 7D | +6.7% | +9.4% | -2.6% | +4.7% |
| 30D | -10.6% | +26.1% | -36.7% | -15.5% |
| 3M | -14.6% | +124.8% | -139.4% | -30.0% |
| 6M | +12.1% | +215.2% | -203.2% | -15.2% |
| YTD | +51.3% | +302.2% | -250.9% | +10.4% |
| All | +29.7% | +374.7% | -345.0% | -9.7% |
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