+136.8%
RF vs TXG
+20.5%
+116.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.7% | -7.5% | +0.9% |
| 7D | -0.1% | +5.5% | -5.7% | -1.0% |
| 30D | +7.0% | -19.3% | +26.4% | +9.3% |
| 3M | -7.0% | +25.0% | -32.0% | -11.3% |
| 6M | +6.8% | +201.2% | -194.4% | -11.0% |
| YTD | +9.9% | +298.8% | -288.9% | -12.9% |
| 1Y | +21.1% | +326.6% | -305.4% | -5.4% |
| 3Y | +119.6% | +78.3% | +41.3% | +83.4% |
| 5Y | +46.2% | -61.3% | +107.5% | +37.7% |
| All | +136.8% | +20.5% | +116.3% | +65.5% |
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