-28.7%
TLT vs TXG
+22.9%
-51.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -1.6% | +5.0% | -6.6% | -1.7% |
| 30D | -1.3% | +13.5% | -14.8% | -1.7% |
| 3M | -3.7% | +128.0% | -131.8% | -5.7% |
| 6M | -6.4% | +224.4% | -230.8% | -9.1% |
| YTD | -4.5% | +307.0% | -311.5% | -7.9% |
| 1Y | -5.9% | +427.2% | -433.1% | -9.9% |
| 3Y | -2.8% | +40.2% | -43.0% | -5.0% |
| 5Y | -35.1% | -64.0% | +29.0% | -37.3% |
| All | -28.7% | +22.9% | -51.6% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling