-26.7%
TTD vs TXG
+7.8%
-34.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +21.3% | -1.8% | +23.1% | +22.2% |
| 30D | +28.7% | -20.4% | +49.1% | +37.3% |
| 3M | +7.7% | +0.1% | +7.6% | +2.9% |
| 6M | -23.5% | +176.2% | -199.6% | -53.2% |
| YTD | -58.7% | +256.8% | -315.5% | -78.3% |
| 1Y | -63.4% | +255.9% | -319.3% | -80.9% |
| 3Y | -75.3% | +60.2% | -135.5% | -84.5% |
| 5Y | -84.4% | -65.1% | -19.3% | -82.4% |
| All | -26.7% | +7.8% | -34.5% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling