+64.2%
T vs TXG
-63.6%
+127.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -1.8% |
| 7D | -3.1% | +9.1% | -12.2% | -3.2% |
| 30D | +4.6% | +14.9% | -10.3% | +4.4% |
| 3M | +12.2% | +120.0% | -107.7% | +11.1% |
| 6M | -6.5% | +221.8% | -228.3% | -8.1% |
| YTD | +4.9% | +312.6% | -307.7% | +2.3% |
| 1Y | -10.5% | +398.4% | -408.9% | -13.3% |
| 3Y | +104.6% | +42.1% | +62.5% | +108.9% |
| 5Y | +64.2% | -63.5% | +127.7% | +62.9% |
| All | +64.2% | -63.6% | +127.8% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling