+581.7%
TLN vs TXG
+15.0%
+566.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.9% |
| 7D | +7.1% | +1.8% | +5.3% | +6.7% |
| 30D | -3.9% | +32.0% | -35.9% | -8.5% |
| 3M | -16.2% | +87.0% | -103.2% | -25.0% |
| 6M | -5.8% | +180.1% | -185.9% | -21.2% |
| YTD | -15.4% | +284.1% | -299.6% | -32.7% |
| 1Y | -16.7% | +361.7% | -378.4% | -36.0% |
| 3Y | +473.8% | +15.9% | +457.8% | +377.0% |
| All | +581.7% | +15.0% | +566.7% | +470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling