+183.1%
SPY vs TXG
+16.0%
+167.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | +1.8% | -1.7% | -0.1% |
| 30D | +0.1% | +32.0% | -32.0% | -3.8% |
| 3M | +2.0% | +87.0% | -85.0% | -6.8% |
| 6M | +13.0% | +180.1% | -167.1% | -2.6% |
| YTD | +13.5% | +284.1% | -270.6% | -6.7% |
| 1Y | +20.0% | +361.7% | -341.7% | -4.8% |
| 3Y | +77.2% | +15.9% | +61.3% | +60.6% |
| 5Y | +81.9% | -66.2% | +148.1% | +80.6% |
| All | +183.1% | +16.0% | +167.1% | +122.6% |
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