+12.4%
TXG vs ES
+10.1%
+2.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +3.1% |
| 7D | -15.4% | +1.9% | -17.3% | -16.2% |
| 30D | -22.1% | +7.1% | -29.2% | -24.4% |
| 3M | +30.0% | -1.9% | +31.9% | +30.0% |
| 6M | +160.7% | +4.4% | +156.3% | +153.7% |
| YTD | +263.5% | +7.3% | +256.1% | +248.3% |
| 1Y | +356.0% | +2.1% | +353.9% | +343.4% |
| 3Y | +53.4% | +41.8% | +11.5% | +28.0% |
| 5Y | -66.7% | +1.4% | -68.1% | -68.4% |
| All | +12.4% | +10.1% | +2.2% | +0.4% |
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