+182.6%
SLV vs TXG
+31.6%
+150.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.4% |
| 7D | +2.5% | +9.4% | -6.9% | +1.2% |
| 30D | +3.3% | +26.1% | -22.8% | -0.1% |
| 3M | -3.6% | +124.8% | -128.4% | -13.9% |
| 6M | -21.8% | +215.2% | -237.1% | -33.4% |
| YTD | -7.8% | +302.2% | -310.0% | -23.3% |
| 1Y | +58.3% | +370.9% | -312.6% | +29.0% |
| 3Y | +182.6% | +38.5% | +144.1% | +144.5% |
| All | +182.6% | +31.6% | +150.9% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling