+17.6%
TXG vs COO
-16.6%
+34.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.6% |
| 7D | -8.1% | -2.3% | -5.8% | -6.4% |
| 30D | -17.5% | +13.3% | -30.8% | -25.0% |
| 3M | +6.1% | -18.1% | +24.2% | +19.6% |
| 6M | +202.7% | +6.7% | +196.0% | +175.1% |
| YTD | +280.4% | -23.2% | +303.7% | +349.6% |
| 1Y | +274.0% | -12.3% | +286.3% | +297.1% |
| 3Y | +74.9% | -23.6% | +98.4% | +98.9% |
| 5Y | -63.0% | -38.7% | -24.3% | -51.5% |
| All | +17.6% | -16.6% | +34.2% | +42.3% |
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