+931.3%
THC vs TXG
+16.0%
+915.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.7% | +1.8% | -2.5% | -1.0% |
| 30D | +1.3% | +32.0% | -30.7% | -3.8% |
| 3M | +64.2% | +87.0% | -22.8% | +45.3% |
| 6M | +8.3% | +180.1% | -171.8% | -11.8% |
| YTD | +33.4% | +284.1% | -250.7% | +1.6% |
| 1Y | +37.7% | +361.7% | -324.0% | -0.3% |
| 3Y | +236.8% | +15.9% | +220.9% | +204.5% |
| 5Y | +249.3% | -66.2% | +315.4% | +256.6% |
| All | +931.3% | +16.0% | +915.3% | +638.8% |
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