+932.5%
TSM vs TXG
+7.8%
+924.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | +6.2% | -1.8% | +8.0% | +6.5% |
| 30D | -7.3% | -20.4% | +13.1% | -3.4% |
| 3M | -7.1% | +0.1% | -7.2% | -8.2% |
| 6M | +0.2% | +176.2% | -175.9% | -19.0% |
| YTD | +32.2% | +256.8% | -224.5% | +0.6% |
| 1Y | +42.8% | +255.9% | -213.1% | +8.2% |
| 3Y | +330.4% | +60.2% | +270.2% | +249.4% |
| 5Y | +263.9% | -65.1% | +329.0% | +258.8% |
| All | +932.5% | +7.8% | +924.8% | +784.5% |
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