+184.3%
SE vs TXG
+41.0%
+143.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.5% |
| 7D | -3.6% | +9.1% | -12.8% | -5.1% |
| 30D | -5.3% | +14.9% | -20.2% | -7.7% |
| 3M | +28.1% | +120.0% | -91.9% | +10.9% |
| 6M | +20.7% | +221.8% | -201.2% | -2.5% |
| YTD | -14.8% | +312.6% | -327.4% | -33.9% |
| 1Y | -43.6% | +398.4% | -442.0% | -57.9% |
| All | +184.3% | +41.0% | +143.2% | +163.1% |
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