+10.3%
SLV vs TXG
+406.9%
-396.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +4.4% |
| 7D | -3.9% | -19.3% | +15.4% | +0.7% |
| 30D | -14.5% | -30.9% | +16.5% | -7.8% |
| 3M | -12.4% | +41.1% | -53.5% | -21.7% |
| 6M | -28.5% | +211.9% | -240.4% | -48.5% |
| YTD | -26.8% | +314.0% | -340.8% | -49.6% |
| 1Y | +10.3% | +405.4% | -395.0% | -25.1% |
| All | +10.3% | +406.9% | -396.6% | -25.1% |
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 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 · 6 months rolling