+45.8%
TNA vs TXG
+453.6%
-407.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.3% | -0.1% |
| 7D | -7.3% | +9.5% | -16.7% | -10.3% |
| 30D | -14.2% | +18.8% | -32.9% | -19.6% |
| 3M | -4.6% | +136.1% | -140.7% | -32.4% |
| 6M | +36.9% | +235.2% | -198.3% | -16.3% |
| YTD | +42.5% | +320.5% | -278.0% | -20.2% |
| 1Y | +45.8% | +425.2% | -379.4% | -26.5% |
| All | +45.8% | +453.6% | -407.8% | -26.5% |
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