-27.4%
TLT vs TXG
+16.0%
-43.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -0.4% | +1.8% | -2.2% | -0.5% |
| 30D | -0.6% | +32.0% | -32.6% | -1.3% |
| 3M | -2.7% | +87.0% | -89.7% | -4.3% |
| 6M | -5.6% | +180.1% | -185.7% | -8.1% |
| YTD | -2.8% | +284.1% | -286.9% | -6.1% |
| 1Y | -1.4% | +361.7% | -363.1% | -5.3% |
| 3Y | -1.6% | +15.9% | -17.5% | -3.4% |
| 5Y | -33.8% | -66.2% | +32.4% | -36.0% |
| All | -27.4% | +16.0% | -43.4% | -27.7% |
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