+43.1%
TSN vs TXG
+65.2%
-22.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.4% | -1.8% | +0.4% | -1.4% |
| 30D | +8.5% | -20.4% | +28.9% | +8.7% |
| 3M | +5.3% | +0.1% | +5.2% | +5.0% |
| 6M | -10.5% | +176.2% | -186.7% | -13.3% |
| YTD | +3.0% | +256.8% | -253.8% | -1.7% |
| 1Y | +12.1% | +255.9% | -243.8% | +7.0% |
| 3Y | +43.1% | +60.2% | -17.1% | +35.0% |
| All | +43.1% | +65.2% | -22.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling