-18.7%
TSN vs TXG
-62.8%
+44.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.9% |
| 7D | +3.0% | +9.5% | -6.4% | +2.6% |
| 30D | -4.2% | +18.8% | -23.0% | -5.0% |
| 3M | -3.9% | +136.1% | -140.0% | -7.9% |
| 6M | -9.8% | +235.2% | -245.1% | -15.6% |
| YTD | -7.3% | +320.5% | -327.8% | -14.5% |
| 1Y | -2.2% | +425.2% | -427.4% | -11.4% |
| 3Y | +11.9% | +42.9% | -31.0% | +8.4% |
| All | -18.7% | -62.8% | +44.1% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling