+18.8%
TXG vs ES
+10.8%
+8.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +32.0% | -2.0% | +34.0% | +32.8% |
| 3M | +87.0% | +1.7% | +85.3% | +85.1% |
| 6M | +180.1% | -3.5% | +183.6% | +182.4% |
| YTD | +284.1% | +7.9% | +276.2% | +269.6% |
| 1Y | +361.7% | +17.2% | +344.5% | +326.4% |
| 3Y | +15.9% | +29.3% | -13.4% | +0.7% |
| 5Y | -66.2% | -5.7% | -60.4% | -67.0% |
| All | +18.8% | +10.8% | +8.0% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling