-64.8%
TXG vs ES
+3.4%
-68.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +3.3% |
| 7D | -15.4% | +1.9% | -17.3% | -16.4% |
| 30D | -22.1% | +7.1% | -29.2% | -24.8% |
| 3M | +30.0% | -1.9% | +31.9% | +30.1% |
| 6M | +160.7% | +4.4% | +156.3% | +152.2% |
| YTD | +263.5% | +7.3% | +256.1% | +244.6% |
| 1Y | +356.0% | +2.1% | +353.9% | +339.7% |
| 3Y | +53.4% | +41.8% | +11.5% | +17.8% |
| All | -64.8% | +3.4% | -68.2% | -63.3% |
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