+53.4%
TXG vs FIVE
+34.8%
+18.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -15.4% | -0.3% | -15.2% | -15.2% |
| 30D | -22.1% | +17.7% | -39.8% | -26.4% |
| 3M | +30.0% | +4.0% | +26.0% | +27.6% |
| 6M | +160.7% | +2.6% | +158.1% | +154.7% |
| YTD | +263.5% | +27.6% | +235.9% | +226.3% |
| 1Y | +356.0% | +59.9% | +296.1% | +275.5% |
| 3Y | +53.4% | +35.8% | +17.6% | +7.5% |
| All | +53.4% | +34.8% | +18.5% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling