+73.3%
TGT vs TXG
+27.0%
+46.3%
-64.4%
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% | -0.4% |
| 7D | -5.2% | +9.5% | -14.7% | -6.5% |
| 30D | +1.2% | +18.8% | -17.6% | -1.4% |
| 3M | +18.4% | +136.1% | -117.7% | +3.7% |
| 6M | +33.4% | +235.2% | -201.8% | +10.1% |
| YTD | +63.8% | +320.5% | -256.7% | +29.7% |
| 1Y | +77.2% | +425.2% | -348.0% | +33.6% |
| 3Y | +41.8% | +42.9% | -1.1% | +21.9% |
| 5Y | -25.5% | -62.8% | +37.3% | -32.0% |
| All | +73.3% | +27.0% | +46.3% | +38.1% |
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