+708.6%
TLN vs TXG
+6.8%
+701.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.5% |
| 7D | +11.0% | -1.8% | +12.9% | +11.3% |
| 30D | +4.9% | -20.4% | +25.3% | +8.0% |
| 3M | +4.9% | +0.1% | +4.8% | +2.4% |
| 6M | +7.1% | +176.2% | -169.1% | -12.0% |
| YTD | +0.3% | +256.8% | -256.5% | -21.0% |
| 1Y | +5.9% | +255.9% | -250.0% | -16.8% |
| 3Y | +578.5% | +60.2% | +518.3% | +426.4% |
| All | +708.6% | +6.8% | +701.8% | +568.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling