+405.4%
TXG vs FIVE
+63.3%
+342.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.3% | +1.0% |
| 7D | -19.3% | +7.5% | -26.7% | -21.2% |
| 30D | -30.9% | +16.7% | -47.6% | -34.4% |
| 3M | +41.1% | +13.4% | +27.7% | +32.8% |
| 6M | +211.9% | +9.0% | +202.8% | +196.4% |
| YTD | +314.0% | +33.8% | +280.2% | +254.7% |
| 1Y | +405.4% | +61.2% | +344.2% | +271.0% |
| All | +405.4% | +63.3% | +342.1% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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