+57.9%
SO vs TXG
-63.6%
+121.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | 0.0% | +9.1% | -9.1% | -0.1% |
| 30D | -2.5% | +14.9% | -17.4% | -2.7% |
| 3M | -4.2% | +120.0% | -124.1% | -5.5% |
| 6M | -7.7% | +221.8% | -229.5% | -9.7% |
| YTD | +3.8% | +312.6% | -308.8% | +0.9% |
| 1Y | +0.1% | +398.4% | -398.4% | -3.3% |
| 3Y | +44.2% | +42.1% | +2.1% | +44.9% |
| 5Y | +57.9% | -63.5% | +121.3% | +51.1% |
| All | +57.9% | -63.6% | +121.5% | +51.1% |
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