+9.5%
S vs TXG
+372.5%
-362.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -7.7% | +1.8% | -9.5% | -7.9% |
| 30D | -5.3% | +32.0% | -37.3% | -9.6% |
| 3M | +20.3% | +87.0% | -66.7% | +7.8% |
| 6M | +47.4% | +180.1% | -132.7% | +22.7% |
| YTD | +32.5% | +284.1% | -251.6% | +2.5% |
| 1Y | +9.5% | +361.7% | -352.1% | -21.5% |
| All | +9.5% | +372.5% | -362.9% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling