-22.9%
TSN vs TXG
+21.5%
-44.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.5% |
| 7D | -5.0% | +9.4% | -14.4% | -5.4% |
| 30D | -9.1% | +26.1% | -35.2% | -9.9% |
| 3M | -7.4% | +124.8% | -132.2% | -10.6% |
| 6M | -13.4% | +215.2% | -228.6% | -17.9% |
| YTD | -8.5% | +302.2% | -310.7% | -14.5% |
| 1Y | -3.2% | +370.9% | -374.1% | -10.5% |
| 3Y | +11.5% | +38.5% | -27.0% | +7.7% |
| 5Y | -19.5% | -64.4% | +44.8% | -22.4% |
| All | -22.9% | +21.5% | -44.4% | -33.1% |
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