+90.8%
SO vs TXG
+22.9%
+67.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.1% | +5.0% | -6.1% | -1.3% |
| 30D | -3.7% | +13.5% | -17.3% | -4.2% |
| 3M | -5.9% | +128.0% | -133.9% | -9.1% |
| 6M | -7.3% | +224.4% | -231.8% | -12.0% |
| YTD | +3.1% | +307.0% | -303.9% | -3.3% |
| 1Y | -1.0% | +427.2% | -428.2% | -8.6% |
| 3Y | +43.2% | +40.2% | +3.1% | +40.7% |
| 5Y | +59.1% | -64.0% | +123.1% | +68.7% |
| All | +90.8% | +22.9% | +67.9% | +49.8% |
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