+19.3%
TPR vs TXG
+406.9%
-387.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.3% |
| 7D | +12.6% | -19.3% | +31.9% | +14.3% |
| 30D | +7.1% | -30.9% | +38.1% | +9.9% |
| 3M | -19.4% | +41.1% | -60.4% | -23.5% |
| 6M | -9.7% | +211.9% | -221.6% | -25.1% |
| YTD | -1.0% | +314.0% | -315.0% | -21.4% |
| 1Y | +19.3% | +405.4% | -386.1% | -10.5% |
| All | +19.3% | +406.9% | -387.6% | -10.5% |
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