+27.6%
TXG vs ES
+9.8%
+17.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +3.1% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +14.9% | -1.0% | +15.9% | +15.2% |
| 3M | +120.0% | +1.5% | +118.5% | +117.8% |
| 6M | +221.8% | -3.5% | +225.3% | +224.3% |
| YTD | +312.6% | +7.0% | +305.6% | +298.2% |
| 1Y | +398.4% | +15.3% | +383.1% | +363.3% |
| 3Y | +42.1% | +30.2% | +11.9% | +23.1% |
| 5Y | -63.5% | -4.3% | -59.2% | -64.5% |
| All | +27.6% | +9.8% | +17.8% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling