-47.6%
S vs TXG
-70.4%
+22.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -4.6% |
| 7D | +4.1% | +1.8% | +2.3% | +3.5% |
| 30D | -7.2% | -17.7% | +10.5% | -1.5% |
| 3M | 0.0% | +2.3% | -2.4% | -4.0% |
| 6M | +41.6% | +182.5% | -140.9% | -8.8% |
| YTD | +48.6% | +262.4% | -213.8% | -16.2% |
| 1Y | +30.0% | +254.1% | -224.1% | -26.8% |
| 3Y | +42.2% | +66.6% | -24.4% | -3.5% |
| 5Y | -70.8% | -64.5% | -6.3% | -60.8% |
| All | -47.6% | -70.4% | +22.9% | -26.7% |
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