+587.5%
TLN vs TXG
+23.5%
+564.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.3% |
| 7D | +5.8% | +9.1% | -3.3% | +4.3% |
| 30D | -6.9% | +14.9% | -21.7% | -9.0% |
| 3M | -10.9% | +120.0% | -130.9% | -22.2% |
| 6M | -4.6% | +221.8% | -226.4% | -21.9% |
| YTD | -14.7% | +312.6% | -327.3% | -32.9% |
| 1Y | -17.9% | +398.4% | -416.4% | -37.8% |
| 3Y | +483.9% | +42.1% | +441.8% | +368.1% |
| All | +587.5% | +23.5% | +564.0% | +468.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling