+108.4%
TMO vs TXG
+22.9%
+85.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | -2.5% | +5.0% | -7.5% | -3.4% |
| 30D | -0.3% | +13.5% | -13.8% | -3.0% |
| 3M | +25.3% | +128.0% | -102.8% | +5.0% |
| 6M | +20.9% | +224.4% | -203.6% | -6.2% |
| YTD | +4.3% | +307.0% | -302.7% | -23.0% |
| 1Y | +27.0% | +427.2% | -400.2% | -12.2% |
| 3Y | +17.5% | +40.2% | -22.7% | -2.8% |
| 5Y | +6.9% | -64.0% | +71.0% | +6.2% |
| All | +108.4% | +22.9% | +85.4% | +47.9% |
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 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