+30.0%
S vs TXG
+256.0%
-226.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -5.4% |
| 7D | +4.1% | +1.8% | +2.3% | +3.8% |
| 30D | -7.2% | -17.7% | +10.5% | -4.5% |
| 3M | 0.0% | +2.3% | -2.4% | -0.4% |
| 6M | +41.6% | +182.5% | -140.9% | +24.7% |
| YTD | +48.6% | +262.4% | -213.8% | +25.5% |
| 1Y | +30.0% | +254.1% | -224.1% | +9.8% |
| All | +30.0% | +256.0% | -226.0% | +9.8% |
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 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