+10.8%
TSN vs TXG
+39.1%
-28.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.4% |
| 7D | +1.4% | +5.0% | -3.6% | +1.2% |
| 30D | -6.2% | +13.5% | -19.7% | -6.5% |
| 3M | -5.7% | +128.0% | -133.7% | -7.8% |
| 6M | -11.4% | +224.4% | -235.8% | -14.8% |
| YTD | -8.2% | +307.0% | -315.2% | -12.8% |
| 1Y | -2.0% | +427.2% | -429.3% | -8.2% |
| All | +10.8% | +39.1% | -28.3% | +13.7% |
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