-32.5%
TTD vs TXG
+16.0%
-48.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | +1.8% | +4.5% | +5.7% |
| 30D | -23.9% | +32.0% | -55.9% | -33.2% |
| 3M | -31.4% | +87.0% | -118.4% | -48.5% |
| 6M | -42.7% | +180.1% | -222.7% | -64.6% |
| YTD | -62.0% | +284.1% | -346.1% | -79.7% |
| 1Y | -72.2% | +361.7% | -433.9% | -86.9% |
| 3Y | -81.9% | +15.9% | -97.9% | -86.1% |
| 5Y | -81.5% | -66.2% | -15.4% | -78.4% |
| All | -32.5% | +16.0% | -48.6% | -48.2% |
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