+12.0%
TXG vs COO
-17.6%
+29.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -3.9% |
| 7D | +1.8% | -2.1% | +3.9% | +3.4% |
| 30D | -17.7% | +13.9% | -31.6% | -25.5% |
| 3M | +2.3% | -18.9% | +21.3% | +16.3% |
| 6M | +182.5% | +3.7% | +178.8% | +162.3% |
| YTD | +262.4% | -24.1% | +286.5% | +331.9% |
| 1Y | +254.1% | -14.2% | +268.3% | +282.2% |
| 3Y | +66.6% | -24.5% | +91.0% | +91.1% |
| 5Y | -64.5% | -40.4% | -24.1% | -52.7% |
| All | +12.0% | -17.6% | +29.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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