+53.7%
SLV vs TXG
+392.4%
-338.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -5.0% |
| 7D | -5.0% | +5.0% | -10.0% | -6.1% |
| 30D | -1.8% | +13.5% | -15.3% | -4.7% |
| 3M | -0.3% | +128.0% | -128.3% | -18.1% |
| 6M | -28.2% | +224.4% | -252.6% | -46.0% |
| YTD | -10.7% | +307.0% | -317.7% | -35.0% |
| 1Y | +53.7% | +427.2% | -373.5% | +7.7% |
| All | +53.7% | +392.4% | -338.7% | +7.7% |
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