+16.3%
TFC vs TXG
+392.4%
-376.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.4% |
| 7D | -2.5% | +5.0% | -7.5% | -2.6% |
| 30D | -2.8% | +13.5% | -16.3% | -3.3% |
| 3M | +2.1% | +128.0% | -125.9% | -1.8% |
| 6M | +10.1% | +224.4% | -214.3% | +2.9% |
| YTD | +5.4% | +307.0% | -301.6% | -2.4% |
| 1Y | +16.3% | +427.2% | -410.9% | +6.8% |
| All | +16.3% | +392.4% | -376.1% | +6.8% |
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