+24.9%
TXG vs FIVE
+56.0%
-31.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.8% |
| 7D | +1.8% | +4.3% | -2.5% | +0.1% |
| 30D | +32.0% | +12.5% | +19.5% | +25.6% |
| 3M | +87.0% | +31.2% | +55.8% | +67.5% |
| 6M | +180.1% | +14.4% | +165.7% | +162.2% |
| YTD | +284.1% | +33.9% | +250.2% | +238.1% |
| 1Y | +361.7% | +65.1% | +296.6% | +274.0% |
| All | +24.9% | +56.0% | -31.2% | -15.8% |
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