+62.8%
TRI vs TXG
+22.9%
+39.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -14.4% | +5.0% | -19.4% | -14.7% |
| 30D | -8.1% | +13.5% | -21.6% | -9.1% |
| 3M | +17.5% | +128.0% | -110.5% | +9.4% |
| 6M | -5.0% | +224.4% | -229.4% | -14.6% |
| YTD | -24.7% | +307.0% | -331.7% | -33.8% |
| 1Y | -41.5% | +427.2% | -468.7% | -50.1% |
| 3Y | -20.3% | +40.2% | -60.5% | -25.7% |
| 5Y | -10.9% | -64.0% | +53.1% | -9.6% |
| All | +62.8% | +22.9% | +39.8% | +36.0% |
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 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