+246.7%
THC vs TXG
+31.6%
+215.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.7% |
| 7D | -2.6% | +9.4% | -11.9% | -3.4% |
| 30D | -1.2% | +26.1% | -27.3% | -3.5% |
| 3M | +58.9% | +124.8% | -65.9% | +45.0% |
| 6M | +9.3% | +215.2% | -205.9% | -4.8% |
| YTD | +30.4% | +302.2% | -271.8% | +9.4% |
| 1Y | +34.6% | +370.9% | -336.3% | +9.9% |
| 3Y | +246.7% | +38.5% | +208.1% | +243.9% |
| All | +246.7% | +31.6% | +215.0% | +243.9% |
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