-26.3%
SKHY vs TXG
+35.4%
-61.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -14.0% | +0.6% | -5.6% |
| 7D | -23.6% | -28.8% | +5.2% | -8.4% |
| 30D | -32.1% | -28.0% | -4.1% | -19.4% |
| 3M | -18.0% | +22.3% | -40.3% | -44.2% |
| All | -26.3% | +35.4% | -61.6% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling