+243.7%
SE vs TXG
+22.9%
+220.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | -4.8% | +5.0% | -9.8% | -6.5% |
| 30D | -18.1% | +13.5% | -31.6% | -22.2% |
| 3M | +30.6% | +128.0% | -97.4% | -6.4% |
| 6M | +20.8% | +224.4% | -203.7% | -25.6% |
| YTD | -15.6% | +307.0% | -322.6% | -52.8% |
| 1Y | -44.2% | +427.2% | -471.5% | -72.8% |
| 3Y | +181.5% | +40.2% | +141.4% | +103.3% |
| 5Y | -66.9% | -64.0% | -2.9% | -61.7% |
| All | +243.7% | +22.9% | +220.8% | +206.9% |
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 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