-1.1%
TLT vs TXG
+31.6%
-32.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.2% |
| 7D | +0.4% | +9.4% | -9.0% | +0.1% |
| 30D | -0.3% | +26.1% | -26.4% | -1.1% |
| 3M | -1.7% | +124.8% | -126.5% | -4.6% |
| 6M | -4.9% | +215.2% | -220.1% | -8.8% |
| YTD | -2.8% | +302.2% | -305.0% | -7.7% |
| 1Y | -4.2% | +370.9% | -375.1% | -9.7% |
| 3Y | -1.1% | +38.5% | -39.6% | +1.0% |
| All | -1.1% | +31.6% | -32.7% | +1.0% |
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 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