-5.8%
TDG vs TXG
+406.9%
-412.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.6% |
| 7D | +7.1% | -19.3% | +26.3% | +8.2% |
| 30D | +11.4% | -30.9% | +42.3% | +13.5% |
| 3M | -4.6% | +41.1% | -45.6% | -8.6% |
| 6M | +5.8% | +211.9% | -206.0% | -8.6% |
| YTD | -8.5% | +314.0% | -322.5% | -21.9% |
| 1Y | -5.8% | +405.4% | -411.2% | -19.7% |
| All | -5.8% | +406.9% | -412.7% | -19.7% |
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