+96.0%
TFC vs TXG
+65.2%
+30.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.4% |
| 7D | +2.3% | -1.8% | +4.1% | +2.4% |
| 30D | +10.8% | -20.4% | +31.2% | +13.0% |
| 3M | -3.8% | +0.1% | -3.8% | -5.4% |
| 6M | +9.6% | +176.2% | -166.6% | -7.9% |
| YTD | +5.8% | +256.8% | -251.0% | -15.6% |
| 1Y | +16.2% | +255.9% | -239.7% | -7.7% |
| 3Y | +96.0% | +60.2% | +35.8% | +63.7% |
| All | +96.0% | +65.2% | +30.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling