+149.0%
RF vs TXG
+16.0%
+132.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.3% | +1.8% | -0.5% | +1.1% |
| 30D | -3.6% | +32.0% | -35.6% | -7.6% |
| 3M | +8.1% | +87.0% | -78.9% | -2.1% |
| 6M | +11.5% | +180.1% | -168.6% | -5.4% |
| YTD | +15.6% | +284.1% | -268.5% | -6.7% |
| 1Y | +15.7% | +361.7% | -346.0% | -10.2% |
| 3Y | +86.9% | +15.9% | +71.0% | +66.9% |
| 5Y | +89.8% | -66.2% | +156.0% | +83.8% |
| All | +149.0% | +16.0% | +132.9% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling