-17.3%
TLN vs TXG
+406.9%
-424.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.4% | -12.0% | -9.1% |
| 7D | -6.0% | -19.3% | +13.2% | -3.2% |
| 30D | -1.5% | -30.9% | +29.4% | +2.8% |
| 3M | -3.9% | +41.1% | -45.0% | -14.6% |
| 6M | -15.0% | +211.9% | -226.9% | -36.8% |
| YTD | -12.8% | +314.0% | -326.8% | -37.1% |
| 1Y | -17.3% | +405.4% | -422.7% | -42.1% |
| All | -17.3% | +406.9% | -424.2% | -42.1% |
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 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