-64.4%
TXG vs ES
-2.9%
-61.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.4% |
| 7D | +9.4% | +1.4% | +8.0% | +8.7% |
| 30D | +26.1% | -1.2% | +27.2% | +26.5% |
| 3M | +124.8% | +5.0% | +119.8% | +118.6% |
| 6M | +215.2% | -2.8% | +218.1% | +217.2% |
| YTD | +302.2% | +8.6% | +293.6% | +282.2% |
| 1Y | +370.9% | +18.9% | +352.0% | +321.6% |
| 3Y | +38.5% | +32.1% | +6.4% | +12.4% |
| 5Y | -64.4% | -5.1% | -59.3% | -64.1% |
| All | -64.4% | -2.9% | -61.5% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling