+309.0%
SPOT vs TXG
+27.0%
+282.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | 0.0% |
| 7D | -3.1% | +9.5% | -12.6% | -5.1% |
| 30D | +7.4% | +18.8% | -11.4% | +2.9% |
| 3M | +8.2% | +136.1% | -127.9% | -12.3% |
| 6M | +2.2% | +235.2% | -233.0% | -24.8% |
| YTD | -9.5% | +320.5% | -330.0% | -37.1% |
| 1Y | -23.8% | +425.2% | -449.0% | -51.0% |
| 3Y | +233.5% | +42.9% | +190.6% | +175.7% |
| 5Y | +112.2% | -62.8% | +175.0% | +130.0% |
| All | +309.0% | +27.0% | +282.0% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling