+146.1%
RF vs TXG
+21.5%
+124.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.8% |
| 7D | +2.7% | +9.4% | -6.7% | +1.4% |
| 30D | -3.4% | +26.1% | -29.4% | -6.7% |
| 3M | +6.4% | +124.8% | -118.5% | -6.0% |
| 6M | +13.4% | +215.2% | -201.8% | -5.3% |
| YTD | +14.2% | +302.2% | -288.0% | -8.4% |
| 1Y | +15.7% | +370.9% | -355.2% | -10.4% |
| 3Y | +91.3% | +38.5% | +52.8% | +67.0% |
| 5Y | +89.8% | -64.4% | +154.1% | +82.4% |
| All | +146.1% | +21.5% | +124.6% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling