-22.0%
TLN vs TXG
+453.6%
-475.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.3% |
| 7D | -1.3% | +9.5% | -10.8% | -3.3% |
| 30D | -14.3% | +18.8% | -33.1% | -17.6% |
| 3M | -9.3% | +136.1% | -145.4% | -25.6% |
| 6M | -1.1% | +235.2% | -236.3% | -24.5% |
| YTD | -16.6% | +320.5% | -337.1% | -38.5% |
| 1Y | -22.0% | +425.2% | -447.2% | -44.9% |
| All | -22.0% | +453.6% | -475.6% | -44.9% |
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