+14.7%
S vs TXG
+31.6%
-16.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -3.3% |
| 7D | -5.8% | +9.4% | -15.2% | -7.7% |
| 30D | -9.2% | +26.1% | -35.3% | -14.2% |
| 3M | +23.4% | +124.8% | -101.4% | +1.1% |
| 6M | +36.9% | +215.2% | -178.3% | +2.0% |
| YTD | +29.5% | +302.2% | -272.7% | -10.0% |
| 1Y | +5.4% | +370.9% | -365.5% | -31.0% |
| 3Y | +14.7% | +38.5% | -23.8% | +8.9% |
| All | +14.7% | +31.6% | -16.9% | +8.9% |
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