+309.7%
SN vs TXG
+6.7%
+302.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.9% |
| 7D | -3.4% | +9.1% | -12.5% | -5.3% |
| 30D | -9.1% | +14.9% | -23.9% | -12.1% |
| 3M | +31.8% | +120.0% | -88.2% | +8.1% |
| 6M | +52.0% | +221.8% | -169.8% | +13.3% |
| YTD | +51.3% | +312.6% | -261.3% | +4.9% |
| 1Y | +46.9% | +398.4% | -351.6% | -5.2% |
| 3Y | +394.9% | +42.1% | +352.8% | +289.4% |
| All | +309.7% | +6.7% | +302.9% | +270.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling