+192.8%
SU vs TXG
+27.0%
+165.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -0.3% |
| 7D | +2.2% | +9.5% | -7.3% | +1.7% |
| 30D | +8.4% | +18.8% | -10.3% | +7.2% |
| 3M | +12.1% | +136.1% | -124.0% | +5.7% |
| 6M | +19.7% | +235.2% | -215.6% | +9.5% |
| YTD | +58.4% | +320.5% | -262.1% | +42.1% |
| 1Y | +67.2% | +425.2% | -358.0% | +46.4% |
| 3Y | +125.0% | +42.9% | +82.1% | +110.7% |
| 5Y | +355.1% | -62.8% | +417.9% | +360.6% |
| All | +192.8% | +27.0% | +165.8% | +116.0% |
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