+42.1%
RF vs TXG
-66.4%
+108.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -0.9% | -15.4% | +14.5% | +1.0% |
| 30D | +6.0% | -22.1% | +28.1% | +8.8% |
| 3M | -8.9% | +30.0% | -38.9% | -14.0% |
| 6M | +2.3% | +160.7% | -158.3% | -14.0% |
| YTD | +7.6% | +263.5% | -255.9% | -15.1% |
| 1Y | +21.2% | +356.0% | -334.8% | -8.5% |
| 3Y | +108.5% | +53.4% | +55.2% | +76.3% |
| All | +42.1% | -66.4% | +108.5% | +33.0% |
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