+172.7%
SLV vs TXG
-63.6%
+236.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.0% |
| 7D | +2.8% | +9.1% | -6.4% | +1.8% |
| 30D | +2.2% | +14.9% | -12.7% | +0.6% |
| 3M | +2.9% | +120.0% | -117.1% | -5.7% |
| 6M | -22.4% | +221.8% | -244.2% | -31.9% |
| YTD | -5.7% | +312.6% | -318.3% | -18.9% |
| 1Y | +63.3% | +398.4% | -335.1% | +37.7% |
| 3Y | +189.0% | +42.1% | +146.9% | +159.2% |
| 5Y | +172.7% | -63.5% | +236.1% | +137.5% |
| All | +172.7% | -63.6% | +236.3% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling