+233.5%
SPOT vs TXG
+43.8%
+189.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.5% |
| 7D | -3.1% | +9.5% | -12.6% | -3.9% |
| 30D | +7.4% | +18.8% | -11.4% | +5.6% |
| 3M | +8.2% | +136.1% | -127.9% | -0.2% |
| 6M | +2.2% | +235.2% | -233.0% | -9.2% |
| YTD | -9.5% | +320.5% | -330.0% | -21.1% |
| 1Y | -23.8% | +425.2% | -449.0% | -35.2% |
| 3Y | +233.5% | +42.9% | +190.6% | +213.9% |
| All | +233.5% | +43.8% | +189.7% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling