-40.9%
SE vs TXG
+372.5%
-413.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -6.1% | +1.8% | -7.9% | -6.5% |
| 30D | -2.5% | +32.0% | -34.5% | -8.1% |
| 3M | +21.7% | +87.0% | -65.3% | +5.5% |
| 6M | +27.0% | +180.1% | -153.1% | +1.1% |
| YTD | -12.1% | +284.1% | -296.3% | -33.2% |
| 1Y | -40.9% | +361.7% | -402.6% | -55.6% |
| All | -40.9% | +372.5% | -413.4% | -55.6% |
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