+42.4%
T vs TXG
+21.5%
+20.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.4% |
| 7D | -1.5% | +9.4% | -10.9% | -1.7% |
| 30D | +7.6% | +26.1% | -18.5% | +7.1% |
| 3M | +15.3% | +124.8% | -109.5% | +13.2% |
| 6M | -8.5% | +215.2% | -223.7% | -11.1% |
| YTD | +6.8% | +302.2% | -295.4% | +2.8% |
| 1Y | -7.2% | +370.9% | -378.2% | -11.4% |
| 3Y | +108.2% | +38.5% | +69.7% | +108.7% |
| 5Y | +66.1% | -64.4% | +130.4% | +71.5% |
| All | +42.4% | +21.5% | +20.9% | +24.2% |
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