-66.3%
SE vs TXG
-63.6%
-2.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.0% |
| 7D | -3.6% | +9.1% | -12.8% | -6.8% |
| 30D | -5.3% | +14.9% | -20.2% | -10.5% |
| 3M | +28.1% | +120.0% | -91.9% | -7.3% |
| 6M | +20.7% | +221.8% | -201.2% | -25.9% |
| YTD | -14.8% | +312.6% | -327.4% | -53.0% |
| 1Y | -43.6% | +398.4% | -442.0% | -72.3% |
| 3Y | +184.2% | +42.1% | +142.1% | +111.8% |
| 5Y | -66.3% | -63.5% | -2.8% | -57.9% |
| All | -66.3% | -63.6% | -2.7% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling