+27.5%
SOLS vs TXG
+475.9%
-448.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.4% |
| 7D | -3.5% | +9.5% | -12.9% | -4.4% |
| 30D | -1.0% | +18.8% | -19.7% | -3.3% |
| 3M | -24.1% | +136.1% | -160.2% | -33.4% |
| 6M | -18.0% | +235.2% | -253.2% | -31.8% |
| YTD | +27.1% | +320.5% | -293.5% | +3.5% |
| All | +27.5% | +475.9% | -448.4% | 0.0% |
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