+44.9%
T vs TXG
+27.0%
+17.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.9% |
| 7D | +1.5% | +9.5% | -8.0% | +1.3% |
| 30D | +7.5% | +18.8% | -11.3% | +7.1% |
| 3M | +14.8% | +136.1% | -121.3% | +12.6% |
| 6M | -1.7% | +235.2% | -237.0% | -4.7% |
| YTD | +8.7% | +320.5% | -311.9% | +4.6% |
| 1Y | -7.5% | +425.2% | -432.7% | -11.8% |
| 3Y | +110.2% | +42.9% | +67.3% | +110.6% |
| 5Y | +71.6% | -62.8% | +134.5% | +77.2% |
| All | +44.9% | +27.0% | +17.9% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling