+24.5%
TMO vs TXG
+453.6%
-429.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.4% |
| 7D | -0.6% | +9.5% | -10.1% | -2.5% |
| 30D | +1.1% | +18.8% | -17.6% | -2.5% |
| 3M | +28.3% | +136.1% | -107.8% | +6.3% |
| 6M | +23.3% | +235.2% | -212.0% | -5.3% |
| YTD | +5.5% | +320.5% | -315.1% | -21.6% |
| 1Y | +24.5% | +425.2% | -400.6% | -10.9% |
| All | +24.5% | +453.6% | -429.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling