+192.4%
TRV vs TXG
+27.0%
+165.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.3% | +2.0% |
| 7D | +1.9% | +9.5% | -7.6% | +1.7% |
| 30D | +1.7% | +18.8% | -17.1% | +1.2% |
| 3M | +23.9% | +136.1% | -112.2% | +20.6% |
| 6M | +26.3% | +235.2% | -209.0% | +21.3% |
| YTD | +30.8% | +320.5% | -289.7% | +24.5% |
| 1Y | +36.3% | +425.2% | -388.9% | +28.4% |
| 3Y | +145.0% | +42.9% | +102.1% | +137.7% |
| 5Y | +163.9% | -62.8% | +226.7% | +166.5% |
| All | +192.4% | +27.0% | +165.4% | +140.4% |
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