+2.1%
SPY vs TXG
+180.6%
-178.4%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.2% |
| 7D | +2.6% | -1.8% | +4.4% | +2.7% |
| 30D | -2.0% | -20.4% | +18.4% | -0.5% |
| 3M | -2.8% | +0.1% | -2.9% | -3.7% |
| 6M | +2.1% | +176.2% | -174.0% | -9.5% |
| All | +2.1% | +180.6% | -178.4% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling