-5.3%
TSN vs TXG
+372.5%
-377.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -6.3% | +1.8% | -8.1% | -6.3% |
| 30D | -10.8% | +32.0% | -42.8% | -10.1% |
| 3M | -8.8% | +87.0% | -95.8% | -7.4% |
| 6M | -16.8% | +180.1% | -196.9% | -15.6% |
| YTD | -10.0% | +284.1% | -294.1% | -9.7% |
| 1Y | -5.3% | +361.7% | -366.9% | -4.5% |
| All | -5.3% | +372.5% | -377.7% | -4.5% |
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 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