+932.2%
TTMI vs TXG
+27.0%
+905.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | 0.0% | +2.7% |
| 7D | +0.7% | +9.5% | -8.8% | -1.1% |
| 30D | -8.4% | +18.8% | -27.2% | -11.7% |
| 3M | -32.5% | +136.1% | -168.6% | -43.5% |
| 6M | +32.5% | +235.2% | -202.8% | +2.9% |
| YTD | +83.2% | +320.5% | -237.3% | +35.8% |
| 1Y | +161.7% | +425.2% | -263.5% | +84.6% |
| 3Y | +890.1% | +42.9% | +847.2% | +711.6% |
| 5Y | +832.4% | -62.8% | +895.3% | +766.5% |
| All | +932.2% | +27.0% | +905.1% | +588.6% |
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 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