+1,013.0%
THC vs TXG
+7.8%
+1,005.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | +5.3% | -20.4% | +25.7% | +8.3% |
| 3M | +7.1% | +0.1% | +7.0% | +4.9% |
| 6M | +46.0% | +176.2% | -130.1% | +17.7% |
| YTD | +43.9% | +256.8% | -212.8% | +9.0% |
| 1Y | +45.4% | +255.9% | -210.5% | +10.0% |
| 3Y | +421.3% | +60.2% | +361.1% | +330.8% |
| 5Y | +261.5% | -65.1% | +326.5% | +262.6% |
| All | +1,013.0% | +7.8% | +1,005.2% | +692.8% |
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