+49.9%
TRV vs TXG
+406.9%
-357.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.6% |
| 7D | +3.9% | -19.3% | +23.1% | +3.3% |
| 30D | +13.5% | -30.9% | +44.4% | +12.6% |
| 3M | +8.9% | +41.1% | -32.2% | +10.2% |
| 6M | +36.8% | +211.9% | -175.1% | +37.7% |
| YTD | +42.7% | +314.0% | -271.3% | +42.6% |
| 1Y | +49.9% | +405.4% | -355.5% | +47.7% |
| All | +49.9% | +406.9% | -357.1% | +47.7% |
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