+11.7%
TNA vs TXG
+24.6%
-12.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -5.6% |
| 7D | -3.6% | +9.1% | -12.7% | -8.3% |
| 30D | -10.1% | +14.9% | -24.9% | -17.4% |
| 3M | +2.7% | +120.0% | -117.3% | -36.8% |
| 6M | +38.4% | +221.8% | -183.4% | -32.9% |
| YTD | +45.4% | +312.6% | -267.1% | -39.9% |
| 1Y | +55.9% | +398.4% | -342.5% | -44.7% |
| 3Y | +109.8% | +42.1% | +67.7% | +41.0% |
| 5Y | -22.5% | -63.5% | +40.9% | -3.5% |
| All | +11.7% | +24.6% | -12.9% | -32.6% |
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