+33.8%
SOLS vs TXG
+450.8%
-417.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.5% | +0.7% |
| 7D | +4.5% | +9.4% | -4.8% | +3.5% |
| 30D | +6.0% | +26.1% | -20.1% | +2.3% |
| 3M | -19.7% | +124.8% | -144.5% | -29.2% |
| 6M | -10.4% | +215.2% | -225.6% | -25.0% |
| YTD | +33.3% | +302.2% | -269.0% | +9.1% |
| All | +33.8% | +450.8% | -417.0% | +5.4% |
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