+24.4%
TXG vs FIVE
+89.8%
-65.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.4% |
| 7D | +9.4% | +3.7% | +5.7% | +7.6% |
| 30D | +26.1% | +4.0% | +22.1% | +23.3% |
| 3M | +124.8% | +36.2% | +88.6% | +95.7% |
| 6M | +215.2% | +18.0% | +197.2% | +189.0% |
| YTD | +302.2% | +34.9% | +267.3% | +247.8% |
| 1Y | +370.9% | +67.9% | +303.0% | +269.8% |
| 3Y | +38.5% | +57.3% | -18.8% | +2.0% |
| 5Y | -64.4% | +39.5% | -103.9% | -73.1% |
| All | +24.4% | +89.8% | -65.4% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling