-11.8%
TDG vs TXG
+453.6%
-465.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.9% |
| 7D | -1.9% | +9.5% | -11.4% | -2.6% |
| 30D | -7.7% | +18.8% | -26.5% | -9.2% |
| 3M | -9.3% | +136.1% | -145.4% | -18.1% |
| 6M | -9.4% | +235.2% | -244.6% | -21.4% |
| YTD | -14.3% | +320.5% | -334.8% | -27.1% |
| 1Y | -11.8% | +425.2% | -437.0% | -27.2% |
| All | -11.8% | +453.6% | -465.4% | -27.2% |
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 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