+5.2%
SSPC vs TXG
+127.1%
-121.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.4% | +4.4% | +9.8% |
| 7D | +11.8% | -19.3% | +31.0% | -0.6% |
| 30D | +44.7% | -30.9% | +75.7% | +21.8% |
| 3M | -40.7% | +41.1% | -81.8% | -3.1% |
| All | +5.2% | +127.1% | -121.9% | +127.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling