+91.6%
SO vs TXG
+16.0%
+75.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -4.6% | +32.0% | -36.6% | -5.6% |
| 3M | -3.0% | +87.0% | -90.1% | -5.6% |
| 6M | -8.3% | +180.1% | -188.3% | -12.4% |
| YTD | +3.5% | +284.1% | -280.6% | -2.7% |
| 1Y | -0.9% | +361.7% | -362.6% | -8.0% |
| 3Y | +45.4% | +15.9% | +29.4% | +44.4% |
| 5Y | +59.6% | -66.2% | +125.8% | +69.6% |
| All | +91.6% | +16.0% | +75.6% | +50.7% |
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