+160.8%
SLV vs TXG
+7.8%
+153.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -5.8% | -1.8% | -4.0% | -5.7% |
| 30D | -12.1% | -20.4% | +8.3% | -10.4% |
| 3M | -24.1% | +0.1% | -24.2% | -24.7% |
| 6M | -44.4% | +176.2% | -220.6% | -50.1% |
| YTD | -31.5% | +256.8% | -288.3% | -39.9% |
| 1Y | -6.9% | +255.9% | -262.8% | -18.5% |
| 3Y | +116.0% | +60.2% | +55.8% | +94.2% |
| 5Y | +88.4% | -65.1% | +153.5% | +78.8% |
| All | +160.8% | +7.8% | +153.1% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling