+495.0%
TLN vs TXG
+31.6%
+463.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.0% |
| 7D | +10.9% | +9.4% | +1.5% | +9.3% |
| 30D | -6.3% | +26.1% | -32.4% | -10.0% |
| 3M | -10.7% | +124.8% | -135.5% | -22.3% |
| 6M | +1.6% | +215.2% | -213.6% | -16.4% |
| YTD | -13.1% | +302.2% | -315.3% | -31.2% |
| 1Y | -15.1% | +370.9% | -386.0% | -34.9% |
| 3Y | +495.0% | +38.5% | +456.5% | +360.1% |
| All | +495.0% | +31.6% | +463.4% | +360.1% |
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 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