+460.7%
TPR vs TXG
+16.0%
+444.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | +1.8% | -4.1% | -2.7% |
| 30D | -23.0% | +32.0% | -55.0% | -28.1% |
| 3M | -12.5% | +87.0% | -99.5% | -25.4% |
| 6M | -21.4% | +180.1% | -201.5% | -39.5% |
| YTD | -3.5% | +284.1% | -287.6% | -31.7% |
| 1Y | +17.4% | +361.7% | -344.3% | -21.9% |
| 3Y | +291.3% | +15.9% | +275.3% | +234.9% |
| 5Y | +241.9% | -66.2% | +308.1% | +253.5% |
| All | +460.7% | +16.0% | +444.7% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling