+140.5%
SE vs TXG
+7.8%
+132.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.7% |
| 7D | -0.5% | -1.8% | +1.4% | 0.0% |
| 30D | -20.9% | -20.4% | -0.5% | -15.9% |
| 3M | -38.9% | +0.1% | -39.0% | -41.8% |
| 6M | -19.4% | +176.2% | -195.6% | -49.0% |
| YTD | -40.9% | +256.8% | -297.7% | -66.8% |
| 1Y | -46.2% | +255.9% | -302.1% | -70.1% |
| 3Y | +63.7% | +60.2% | +3.5% | +4.7% |
| 5Y | -77.9% | -65.1% | -12.8% | -75.0% |
| All | +140.5% | +7.8% | +132.8% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling