+49.4%
S vs TXG
+73.9%
-24.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | +1.4% | -3.7% | +5.0% | +2.2% |
| 30D | -10.8% | -22.0% | +11.2% | -6.4% |
| 3M | +5.4% | +7.4% | -2.0% | +2.1% |
| 6M | +41.2% | +191.2% | -150.0% | +8.0% |
| YTD | +56.2% | +285.7% | -229.5% | +9.4% |
| 1Y | +36.3% | +268.3% | -232.0% | -4.1% |
| 3Y | +49.4% | +77.3% | -27.9% | +24.3% |
| All | +49.4% | +73.9% | -24.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling