+449.1%
SN vs TXG
-1.6%
+450.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | +3.5% | -8.1% | +11.6% | +5.0% |
| 30D | +19.4% | -17.5% | +36.9% | +22.8% |
| 3M | +20.9% | +6.1% | +14.8% | +15.8% |
| 6M | +111.1% | +202.7% | -91.6% | +56.0% |
| YTD | +102.8% | +280.4% | -177.6% | +39.4% |
| 1Y | +146.2% | +274.0% | -127.8% | +68.6% |
| 3Y | +441.4% | +74.9% | +366.5% | +291.8% |
| All | +449.1% | -1.6% | +450.7% | +392.1% |
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