+34.2%
TFC vs TXG
+16.0%
+18.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +2.4% | +1.8% | +0.6% | +2.1% |
| 30D | -1.3% | +32.0% | -33.3% | -5.7% |
| 3M | +6.1% | +87.0% | -81.0% | -4.4% |
| 6M | +7.3% | +180.1% | -172.7% | -9.8% |
| YTD | +8.2% | +284.1% | -275.9% | -13.9% |
| 1Y | +14.4% | +361.7% | -347.2% | -12.7% |
| 3Y | +93.7% | +15.9% | +77.8% | +72.6% |
| 5Y | +16.4% | -66.2% | +82.6% | +14.6% |
| All | +34.2% | +16.0% | +18.2% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling