+239.1%
TPR vs TXG
-65.4%
+304.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.7% |
| 7D | -3.4% | +9.4% | -12.7% | -5.2% |
| 30D | -27.3% | +26.1% | -53.4% | -31.2% |
| 3M | -16.2% | +124.8% | -141.0% | -31.1% |
| 6M | -17.9% | +215.2% | -233.1% | -38.0% |
| YTD | -7.1% | +302.2% | -309.3% | -34.4% |
| 1Y | +13.6% | +370.9% | -357.3% | -24.0% |
| 3Y | +293.7% | +38.5% | +255.2% | +226.4% |
| 5Y | +239.1% | -64.4% | +303.5% | +217.5% |
| All | +239.1% | -65.4% | +304.5% | +217.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling