+124.3%
TDG vs TXG
-62.8%
+187.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | -1.9% | +9.5% | -11.4% | -3.0% |
| 30D | -7.7% | +18.8% | -26.5% | -9.9% |
| 3M | -9.3% | +136.1% | -145.4% | -20.0% |
| 6M | -9.4% | +235.2% | -244.6% | -24.3% |
| YTD | -14.3% | +320.5% | -334.8% | -30.8% |
| 1Y | -11.8% | +425.2% | -437.0% | -31.7% |
| 3Y | +52.0% | +42.9% | +9.1% | +34.8% |
| All | +124.3% | -62.8% | +187.1% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling