+43.2%
TEAM vs TXG
+27.0%
+16.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -1.0% |
| 7D | -5.2% | +9.5% | -14.7% | -8.0% |
| 30D | +15.8% | +18.8% | -3.0% | +9.2% |
| 3M | +101.5% | +136.1% | -34.7% | +50.8% |
| 6M | +138.2% | +235.2% | -97.1% | +55.5% |
| YTD | +10.8% | +320.5% | -309.7% | -33.5% |
| 1Y | +1.7% | +425.2% | -423.5% | -45.2% |
| 3Y | -16.0% | +42.9% | -58.9% | -36.0% |
| 5Y | -52.7% | -62.8% | +10.1% | -50.3% |
| All | +43.2% | +27.0% | +16.2% | +11.2% |
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 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