+253.5%
SLV vs TXG
+16.0%
+237.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | +6.7% | +32.0% | -25.3% | +3.7% |
| 3M | -10.7% | +87.0% | -97.7% | -16.3% |
| 6M | -20.6% | +180.1% | -200.7% | -28.6% |
| YTD | -7.1% | +284.1% | -291.3% | -18.5% |
| 1Y | +62.0% | +361.7% | -299.7% | +39.4% |
| 3Y | +169.8% | +15.9% | +153.9% | +148.8% |
| 5Y | +161.5% | -66.2% | +227.6% | +149.5% |
| All | +253.5% | +16.0% | +237.5% | +205.7% |
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 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