+30.8%
TFC vs TXG
+22.9%
+7.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | -2.5% | +5.0% | -7.5% | -3.2% |
| 30D | -2.8% | +13.5% | -16.3% | -4.8% |
| 3M | +2.1% | +128.0% | -125.9% | -10.6% |
| 6M | +10.1% | +224.4% | -214.3% | -9.5% |
| YTD | +5.4% | +307.0% | -301.6% | -16.8% |
| 1Y | +16.3% | +427.2% | -410.9% | -13.0% |
| 3Y | +95.9% | +40.2% | +55.7% | +69.8% |
| 5Y | +16.0% | -64.0% | +80.0% | +13.2% |
| All | +30.8% | +22.9% | +7.8% | -9.7% |
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 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