+133.3%
RF vs TXG
+9.4%
+123.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.2% |
| 7D | +0.4% | +1.8% | -1.4% | +0.1% |
| 30D | +5.6% | -17.7% | +23.2% | +7.5% |
| 3M | -8.9% | +2.3% | -11.2% | -10.7% |
| 6M | +7.1% | +182.5% | -175.4% | -10.1% |
| YTD | +8.3% | +262.4% | -254.0% | -13.2% |
| 1Y | +16.8% | +254.1% | -237.3% | -6.4% |
| 3Y | +115.0% | +66.6% | +48.4% | +81.0% |
| 5Y | +46.4% | -64.5% | +110.9% | +39.5% |
| All | +133.3% | +9.4% | +123.9% | +65.1% |
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