+32.1%
SOLS vs TXG
+426.0%
-393.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.9% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +2.1% | +32.0% | -29.9% | -2.4% |
| 3M | -24.1% | +87.0% | -111.2% | -31.6% |
| 6M | -15.0% | +180.1% | -195.0% | -28.1% |
| YTD | +31.6% | +284.1% | -252.5% | +8.3% |
| All | +32.1% | +426.0% | -393.9% | +4.6% |
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