+416.5%
TPR vs TXG
+49.6%
+366.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | +14.2% | -15.4% | +29.6% | +16.4% |
| 30D | +17.1% | -22.1% | +39.2% | +20.3% |
| 3M | -17.7% | +30.0% | -47.7% | -23.9% |
| 6M | -10.2% | +160.7% | -170.9% | -28.5% |
| YTD | +4.9% | +263.5% | -258.5% | -23.1% |
| 1Y | +36.1% | +356.0% | -319.9% | -5.9% |
| 3Y | +416.5% | +53.4% | +363.1% | +338.5% |
| All | +416.5% | +49.6% | +366.8% | +338.5% |
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 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