+378.9%
TT vs TXG
+7.8%
+371.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +4.0% | -1.8% | +5.9% | +4.2% |
| 30D | -11.3% | -20.4% | +9.1% | -9.3% |
| 3M | -12.3% | +0.1% | -12.4% | -13.2% |
| 6M | -10.8% | +176.2% | -187.0% | -22.6% |
| YTD | +8.2% | +256.8% | -248.6% | -9.8% |
| 1Y | +1.5% | +255.9% | -254.4% | -15.5% |
| 3Y | +91.5% | +60.2% | +31.3% | +66.8% |
| 5Y | +130.2% | -65.1% | +195.3% | +121.8% |
| All | +378.9% | +7.8% | +371.1% | +281.7% |
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 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