+184.4%
TD vs TXG
+27.0%
+157.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.4% |
| 7D | -0.5% | +9.5% | -10.0% | -1.4% |
| 30D | -1.9% | +18.8% | -20.7% | -3.5% |
| 3M | +4.8% | +136.1% | -131.4% | -3.7% |
| 6M | +28.0% | +235.2% | -207.3% | +13.3% |
| YTD | +30.3% | +320.5% | -290.2% | +12.6% |
| 1Y | +59.8% | +425.2% | -365.4% | +34.2% |
| 3Y | +124.7% | +42.9% | +81.8% | +107.3% |
| 5Y | +127.0% | -62.8% | +189.8% | +127.9% |
| All | +184.4% | +27.0% | +157.4% | +117.3% |
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