+65.5%
TRI vs TXG
+27.0%
+38.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.5% |
| 7D | -7.9% | +9.5% | -17.4% | -8.5% |
| 30D | -4.5% | +18.8% | -23.3% | -5.9% |
| 3M | +22.1% | +136.1% | -114.0% | +13.3% |
| 6M | -2.8% | +235.2% | -238.0% | -12.9% |
| YTD | -23.4% | +320.5% | -344.0% | -32.9% |
| 1Y | -41.5% | +425.2% | -466.7% | -50.1% |
| 3Y | -19.2% | +42.9% | -62.1% | -24.7% |
| 5Y | -9.4% | -62.8% | +53.4% | -8.3% |
| All | +65.5% | +27.0% | +38.5% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling