+432.7%
SN vs TXG
-6.3%
+438.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -2.0% |
| 7D | +1.4% | +1.8% | -0.4% | +1.0% |
| 30D | +16.6% | -17.7% | +34.3% | +19.9% |
| 3M | +18.3% | +2.3% | +15.9% | +14.1% |
| 6M | +103.1% | +182.5% | -79.4% | +52.3% |
| YTD | +96.7% | +262.4% | -165.6% | +36.6% |
| 1Y | +134.3% | +254.1% | -119.8% | +62.3% |
| 3Y | +425.2% | +66.6% | +358.6% | +283.9% |
| All | +432.7% | -6.3% | +438.9% | +382.1% |
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 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