-16.7%
TRI vs TXG
+406.9%
-423.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.4% | +3.0% | +6.5% |
| 7D | +1.0% | -19.3% | +20.2% | +0.7% |
| 30D | +20.8% | -30.9% | +51.7% | +20.7% |
| 3M | +8.1% | +41.1% | -33.0% | +7.2% |
| 6M | +24.2% | +211.9% | -187.7% | +19.1% |
| YTD | -7.8% | +314.0% | -321.8% | -13.2% |
| 1Y | -16.7% | +405.4% | -422.1% | -21.3% |
| All | -16.7% | +406.9% | -423.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling