-16.7%
TLN vs TXG
+372.5%
-389.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.9% |
| 7D | +7.1% | +1.8% | +5.3% | +6.6% |
| 30D | -3.9% | +32.0% | -35.9% | -9.7% |
| 3M | -16.2% | +87.0% | -103.2% | -27.3% |
| 6M | -5.8% | +180.1% | -185.9% | -24.8% |
| YTD | -15.4% | +284.1% | -299.6% | -35.3% |
| 1Y | -16.7% | +361.7% | -378.4% | -38.7% |
| All | -16.7% | +372.5% | -389.1% | -38.7% |
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