+583.3%
TLN vs TXG
+76.2%
+507.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.2% | +5.1% |
| 7D | +15.9% | -8.1% | +24.0% | +17.2% |
| 30D | -0.3% | -17.5% | +17.2% | +2.1% |
| 3M | +5.8% | +6.1% | -0.3% | +2.2% |
| 6M | -1.2% | +202.7% | -203.9% | -20.5% |
| YTD | +1.0% | +280.4% | -279.4% | -21.9% |
| 1Y | +1.1% | +274.0% | -272.9% | -21.8% |
| All | +583.3% | +76.2% | +507.2% | +418.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling