+306.8%
SPOT vs TXG
+24.6%
+282.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.6% |
| 7D | -6.5% | +9.1% | -15.6% | -8.3% |
| 30D | +2.2% | +14.9% | -12.7% | -1.3% |
| 3M | +5.4% | +120.0% | -114.6% | -13.2% |
| 6M | -4.0% | +221.8% | -225.8% | -28.8% |
| YTD | -9.9% | +312.6% | -322.5% | -37.2% |
| 1Y | -27.3% | +398.4% | -425.7% | -52.7% |
| 3Y | +236.4% | +42.1% | +194.3% | +178.1% |
| 5Y | +112.6% | -63.5% | +176.0% | +131.3% |
| All | +306.8% | +24.6% | +282.2% | +239.8% |
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