+63.7%
SE vs TXG
+65.2%
-1.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.4% |
| 7D | -0.5% | -1.8% | +1.4% | -0.3% |
| 30D | -20.9% | -20.4% | -0.5% | -18.7% |
| 3M | -38.9% | +0.1% | -39.0% | -40.0% |
| 6M | -19.4% | +176.2% | -195.6% | -33.4% |
| YTD | -40.9% | +256.8% | -297.7% | -53.1% |
| 1Y | -46.2% | +255.9% | -302.1% | -57.4% |
| 3Y | +63.7% | +60.2% | +3.5% | +77.4% |
| All | +63.7% | +65.2% | -1.5% | +77.4% |
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