-7.5%
T vs TXG
+453.6%
-461.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +2.2% |
| 7D | +1.5% | +9.5% | -8.0% | +2.0% |
| 30D | +7.5% | +18.8% | -11.3% | +8.5% |
| 3M | +14.8% | +136.1% | -121.3% | +20.4% |
| 6M | -1.7% | +235.2% | -237.0% | +4.1% |
| YTD | +8.7% | +320.5% | -311.9% | +15.5% |
| 1Y | -7.5% | +425.2% | -432.7% | -1.4% |
| All | -7.5% | +453.6% | -461.1% | -1.4% |
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 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