+184.9%
TRV vs TXG
+24.6%
+160.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.3% |
| 7D | +0.2% | +9.1% | -9.0% | 0.0% |
| 30D | -2.3% | +14.9% | -17.2% | -2.7% |
| 3M | +22.7% | +120.0% | -97.3% | +19.7% |
| 6M | +21.9% | +221.8% | -199.9% | +17.2% |
| YTD | +27.5% | +312.6% | -285.1% | +21.4% |
| 1Y | +36.2% | +398.4% | -362.2% | +28.5% |
| 3Y | +140.6% | +42.1% | +98.5% | +133.4% |
| 5Y | +154.5% | -63.5% | +218.0% | +157.2% |
| All | +184.9% | +24.6% | +160.3% | +134.3% |
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