+32.6%
SOLS vs TXG
+406.9%
-374.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.4% | -10.0% | -7.0% |
| 7D | -8.8% | -19.3% | +10.5% | -6.6% |
| 30D | -0.6% | -30.9% | +30.3% | +2.7% |
| 3M | -9.0% | +41.1% | -50.1% | -16.0% |
| 6M | -28.7% | +211.9% | -240.5% | -43.3% |
| YTD | +19.2% | +314.0% | -294.8% | -10.9% |
| 1Y | +32.6% | +405.4% | -372.8% | -6.9% |
| All | +32.6% | +406.9% | -374.3% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling