+81.0%
TGT vs TXG
+21.5%
+59.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.7% |
| 7D | -0.6% | +9.4% | -10.0% | -1.9% |
| 30D | +9.5% | +26.1% | -16.6% | +5.8% |
| 3M | +32.3% | +124.8% | -92.6% | +16.7% |
| 6M | +37.0% | +215.2% | -178.2% | +14.0% |
| YTD | +71.0% | +302.2% | -231.2% | +36.3% |
| 1Y | +85.0% | +370.9% | -285.9% | +41.8% |
| 3Y | +46.8% | +38.5% | +8.3% | +26.8% |
| 5Y | -22.7% | -64.4% | +41.6% | -29.0% |
| All | +81.0% | +21.5% | +59.5% | +45.1% |
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 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