+422.0%
TPR vs TXG
+24.6%
+397.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | -7.3% | +9.1% | -16.5% | -9.1% |
| 30D | -30.7% | +14.9% | -45.6% | -33.1% |
| 3M | -21.6% | +120.0% | -141.6% | -35.6% |
| 6M | -21.3% | +221.8% | -243.1% | -41.4% |
| YTD | -10.2% | +312.6% | -322.7% | -37.4% |
| 1Y | +9.5% | +398.4% | -388.9% | -28.4% |
| 3Y | +280.8% | +42.1% | +238.7% | +210.7% |
| 5Y | +218.7% | -63.5% | +282.2% | +223.7% |
| All | +422.0% | +24.6% | +397.4% | +231.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling