+509.7%
TPR vs TXG
+9.8%
+499.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | +14.2% | -15.4% | +29.6% | +17.2% |
| 30D | +17.1% | -22.1% | +39.2% | +21.4% |
| 3M | -17.7% | +30.0% | -47.7% | -25.0% |
| 6M | -10.2% | +160.7% | -170.9% | -31.3% |
| YTD | +4.9% | +263.5% | -258.5% | -26.9% |
| 1Y | +36.1% | +356.0% | -319.9% | -10.9% |
| 3Y | +416.5% | +53.4% | +363.1% | +302.9% |
| 5Y | +254.8% | -66.7% | +321.5% | +259.3% |
| All | +509.7% | +9.8% | +499.9% | +287.3% |
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