-13.2%
TSN vs TXG
+7.8%
-21.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | +5.3% | +0.1% | +5.2% | +4.8% |
| 6M | -10.5% | +176.2% | -186.7% | -14.9% |
| YTD | +3.0% | +256.8% | -253.8% | -3.7% |
| 1Y | +12.1% | +255.9% | -243.8% | +4.8% |
| 3Y | +43.1% | +60.2% | -17.1% | +36.6% |
| 5Y | -15.1% | -65.1% | +50.0% | -18.2% |
| All | -13.2% | +7.8% | -21.0% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling