-34.7%
TTD vs TXG
+22.9%
-57.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -7.4% | +5.0% | -12.4% | -9.1% |
| 30D | +3.0% | +13.5% | -10.5% | -2.2% |
| 3M | -27.6% | +128.0% | -155.6% | -49.6% |
| 6M | -49.5% | +224.4% | -273.9% | -70.5% |
| YTD | -63.2% | +307.0% | -370.2% | -80.8% |
| 1Y | -69.7% | +427.2% | -497.0% | -86.5% |
| 3Y | -83.3% | +40.2% | -123.5% | -88.2% |
| 5Y | -80.8% | -64.0% | -16.8% | -78.0% |
| All | -34.7% | +22.9% | -57.6% | -51.0% |
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