+86.2%
SU vs TXG
+406.9%
-320.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -4.4% |
| 7D | -7.1% | -19.3% | +12.2% | -7.9% |
| 30D | +4.8% | -30.9% | +35.7% | +3.3% |
| 3M | +12.5% | +41.1% | -28.6% | +15.9% |
| 6M | +6.5% | +211.9% | -205.4% | +16.8% |
| YTD | +65.8% | +314.0% | -248.2% | +81.7% |
| 1Y | +86.2% | +405.4% | -319.2% | +104.7% |
| All | +86.2% | +406.9% | -320.8% | +104.7% |
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 · 6 months rolling