+47.7%
THC vs TXG
+265.0%
-217.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.2% | -8.1% | +8.3% | +0.4% |
| 30D | +9.0% | -17.5% | +26.5% | +9.3% |
| 3M | +12.9% | +6.1% | +6.8% | +12.5% |
| 6M | +52.8% | +202.7% | -149.8% | +38.6% |
| YTD | +47.4% | +280.4% | -233.0% | +24.8% |
| 1Y | +47.7% | +274.0% | -226.3% | +24.7% |
| All | +47.7% | +265.0% | -217.3% | +24.7% |
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 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