+10.6%
TMO vs TXG
-62.8%
+73.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.5% |
| 7D | -0.6% | +9.5% | -10.1% | -2.4% |
| 30D | +1.1% | +18.8% | -17.6% | -2.3% |
| 3M | +28.3% | +136.1% | -107.8% | +7.4% |
| 6M | +23.3% | +235.2% | -212.0% | -4.3% |
| YTD | +5.5% | +320.5% | -315.1% | -21.9% |
| 1Y | +24.5% | +425.2% | -400.6% | -12.8% |
| 3Y | +19.6% | +42.9% | -23.3% | -2.0% |
| All | +10.6% | -62.8% | +73.4% | -2.9% |
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 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