+268.3%
TXG vs ES
-0.1%
+268.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -3.7% | +0.9% | -4.5% | -3.6% |
| 30D | -22.0% | +5.9% | -27.9% | -21.7% |
| 3M | +7.4% | -1.0% | +8.4% | +8.3% |
| 6M | +191.2% | +7.2% | +184.0% | +189.8% |
| YTD | +285.7% | +7.0% | +278.7% | +285.2% |
| 1Y | +268.3% | +0.5% | +267.8% | +270.2% |
| All | +268.3% | -0.1% | +268.4% | +270.2% |
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