-53.5%
S vs TXG
-65.7%
+12.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.5% |
| 7D | -0.7% | +9.5% | -10.1% | -3.9% |
| 30D | -11.4% | +18.8% | -30.2% | -17.3% |
| 3M | +33.8% | +136.1% | -102.3% | -4.4% |
| 6M | +39.5% | +235.2% | -195.8% | -15.1% |
| YTD | +31.7% | +320.5% | -288.9% | -27.8% |
| 1Y | +7.0% | +425.2% | -418.2% | -47.9% |
| 3Y | +11.8% | +42.9% | -31.1% | -14.6% |
| 5Y | -69.0% | -62.8% | -6.2% | -58.9% |
| All | -53.5% | -65.7% | +12.1% | -36.8% |
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