-62.3%
TXG vs COO
-41.3%
-21.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.8% |
| 7D | -3.7% | +4.5% | -8.2% | -6.9% |
| 30D | -22.0% | +16.9% | -38.9% | -32.5% |
| 3M | +7.4% | -16.7% | +24.1% | +22.4% |
| 6M | +191.2% | +5.9% | +185.3% | +159.8% |
| YTD | +285.7% | -22.4% | +308.1% | +368.7% |
| 1Y | +268.3% | -10.1% | +278.4% | +284.8% |
| 3Y | +77.3% | -22.8% | +100.1% | +94.8% |
| 5Y | -62.3% | -41.4% | -20.9% | -48.9% |
| All | -62.3% | -41.3% | -21.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling