+405.4%
TXG vs ES
-1.6%
+407.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +3.5% |
| 7D | -19.3% | +5.3% | -24.6% | -19.2% |
| 30D | -30.9% | +8.9% | -39.8% | -31.0% |
| 3M | +41.1% | -1.9% | +43.0% | +42.8% |
| 6M | +211.9% | +3.9% | +208.0% | +210.7% |
| YTD | +314.0% | +8.3% | +305.7% | +309.6% |
| 1Y | +405.4% | -0.1% | +405.5% | +412.9% |
| All | +405.4% | -1.6% | +407.0% | +412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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