-34.9%
TLT vs TXG
-63.6%
+28.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -0.7% |
| 7D | -0.3% | +9.1% | -9.4% | -0.5% |
| 30D | 0.0% | +14.9% | -14.9% | -0.5% |
| 3M | -2.9% | +120.0% | -122.8% | -5.4% |
| 6M | -6.3% | +221.8% | -228.1% | -9.9% |
| YTD | -3.3% | +312.6% | -315.9% | -7.9% |
| 1Y | -4.2% | +398.4% | -402.7% | -9.5% |
| 3Y | -1.7% | +42.1% | -43.7% | -4.1% |
| 5Y | -34.9% | -63.5% | +28.6% | -39.1% |
| All | -34.9% | -63.6% | +28.7% | -39.1% |
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