+319.5%
SN vs TXG
-0.6%
+320.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -9.3% | +1.8% | -11.1% | -9.6% |
| 30D | -4.8% | +32.0% | -36.8% | -11.1% |
| 3M | +40.4% | +87.0% | -46.6% | +19.6% |
| 6M | +50.9% | +180.1% | -129.1% | +16.0% |
| YTD | +54.9% | +284.1% | -229.2% | +9.2% |
| 1Y | +43.0% | +361.7% | -318.7% | -6.1% |
| 3Y | +391.8% | +15.9% | +375.9% | +311.7% |
| All | +319.5% | -0.6% | +320.2% | +285.5% |
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