+293.7%
TPR vs TXG
+31.6%
+262.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.6% |
| 7D | -3.4% | +9.4% | -12.7% | -4.9% |
| 30D | -27.3% | +26.1% | -53.4% | -30.6% |
| 3M | -16.2% | +124.8% | -141.0% | -29.4% |
| 6M | -17.9% | +215.2% | -233.1% | -36.1% |
| YTD | -7.1% | +302.2% | -309.3% | -31.9% |
| 1Y | +13.6% | +370.9% | -357.3% | -20.8% |
| 3Y | +293.7% | +38.5% | +255.2% | +248.8% |
| All | +293.7% | +31.6% | +262.1% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling