+186.0%
TD vs TXG
+16.0%
+170.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | +0.4% | +32.0% | -31.6% | -2.4% |
| 3M | +7.6% | +87.0% | -79.4% | +1.0% |
| 6M | +25.0% | +180.1% | -155.1% | +12.5% |
| YTD | +31.0% | +284.1% | -253.1% | +14.1% |
| 1Y | +65.2% | +361.7% | -296.5% | +40.4% |
| 3Y | +122.5% | +15.9% | +106.6% | +109.3% |
| 5Y | +124.8% | -66.2% | +191.0% | +127.6% |
| All | +186.0% | +16.0% | +170.0% | +120.3% |
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 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