+145.0%
TT vs TXG
-65.4%
+210.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.0% |
| 7D | +1.6% | +9.4% | -7.8% | +0.4% |
| 30D | -7.3% | +26.1% | -33.4% | -10.2% |
| 3M | -2.6% | +124.8% | -127.4% | -12.8% |
| 6M | +5.9% | +215.2% | -209.3% | -9.8% |
| YTD | +15.4% | +302.2% | -286.8% | -5.2% |
| 1Y | +8.2% | +370.9% | -362.7% | -13.8% |
| 3Y | +122.7% | +38.5% | +84.1% | +99.8% |
| 5Y | +145.0% | -64.4% | +209.3% | +134.6% |
| All | +145.0% | -65.4% | +210.4% | +134.6% |
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