+154.4%
TRV vs TXG
-64.0%
+218.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -1.5% | +5.0% | -6.5% | -1.6% |
| 30D | -1.8% | +13.5% | -15.3% | -2.1% |
| 3M | +21.6% | +128.0% | -106.5% | +19.2% |
| 6M | +22.5% | +224.4% | -202.0% | +18.7% |
| YTD | +28.1% | +307.0% | -278.8% | +23.4% |
| 1Y | +37.0% | +427.2% | -390.2% | +30.7% |
| 3Y | +141.9% | +40.2% | +101.7% | +135.6% |
| All | +154.4% | -64.0% | +218.4% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling