+166.7%
SLV vs TXG
+9.4%
+157.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -2.8% |
| 7D | -3.9% | +1.8% | -5.6% | -4.0% |
| 30D | -15.6% | -17.7% | +2.0% | -14.3% |
| 3M | -23.6% | +2.3% | -25.9% | -24.3% |
| 6M | -42.6% | +182.5% | -225.1% | -48.6% |
| YTD | -30.0% | +262.4% | -292.3% | -38.6% |
| 1Y | -6.6% | +254.1% | -260.7% | -18.2% |
| 3Y | +121.8% | +66.6% | +55.3% | +98.8% |
| 5Y | +92.7% | -64.5% | +157.2% | +82.6% |
| All | +166.7% | +9.4% | +157.2% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling