-48.8%
SE vs TXG
+406.9%
-455.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.0% | +3.9% |
| 7D | +6.7% | -19.3% | +25.9% | +10.1% |
| 30D | -17.2% | -30.9% | +13.7% | -12.7% |
| 3M | -28.0% | +41.1% | -69.1% | -34.9% |
| 6M | -6.1% | +211.9% | -218.0% | -30.0% |
| YTD | -37.1% | +314.0% | -351.1% | -55.2% |
| 1Y | -48.8% | +405.4% | -454.2% | -64.3% |
| All | -48.8% | +406.9% | -455.7% | -64.3% |
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 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