+522.6%
TPR vs TXG
+16.5%
+506.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +12.1% | -3.7% | +15.7% | +12.3% |
| 30D | +16.7% | -22.0% | +38.7% | +21.0% |
| 3M | -17.4% | +7.4% | -24.8% | -21.2% |
| 6M | +2.3% | +191.2% | -188.9% | -23.6% |
| YTD | +7.1% | +285.7% | -278.5% | -26.2% |
| 1Y | +29.5% | +268.3% | -238.8% | -10.5% |
| 3Y | +415.0% | +77.3% | +337.8% | +288.8% |
| 5Y | +261.5% | -62.3% | +323.8% | +256.2% |
| All | +522.6% | +16.5% | +506.1% | +290.6% |
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 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