+508.9%
TPR vs TXG
+9.4%
+499.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.4% |
| 7D | -1.1% | +1.8% | -2.9% | -1.6% |
| 30D | +15.1% | -17.7% | +32.8% | +18.0% |
| 3M | -13.4% | +2.3% | -15.7% | -16.6% |
| 6M | +1.4% | +182.5% | -181.2% | -23.9% |
| YTD | +4.8% | +262.4% | -257.6% | -27.0% |
| 1Y | +29.2% | +254.1% | -224.9% | -10.1% |
| 3Y | +403.7% | +66.6% | +337.1% | +285.0% |
| 5Y | +230.8% | -64.5% | +295.4% | +229.8% |
| All | +508.9% | +9.4% | +499.5% | +286.7% |
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