+405.4%
TXG vs BG
+7.2%
+398.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.8% |
| 7D | -19.3% | -3.8% | -15.5% | -19.9% |
| 30D | -30.9% | -9.6% | -21.3% | -32.1% |
| 3M | +41.1% | -8.5% | +49.6% | +39.6% |
| 6M | +211.9% | -23.0% | +234.9% | +202.8% |
| YTD | +314.0% | +10.9% | +303.1% | +317.0% |
| 1Y | +405.4% | +6.0% | +399.4% | +406.2% |
| All | +405.4% | +7.2% | +398.2% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling