-66.0%
TXG vs FIVE
+14.2%
-80.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -15.4% | -0.3% | -15.2% | -15.1% |
| 30D | -22.1% | +17.7% | -39.8% | -28.1% |
| 3M | +30.0% | +4.0% | +26.0% | +26.6% |
| 6M | +160.7% | +2.6% | +158.1% | +151.8% |
| YTD | +263.5% | +27.6% | +235.9% | +210.9% |
| 1Y | +356.0% | +59.9% | +296.1% | +244.8% |
| 3Y | +53.4% | +35.8% | +17.6% | +17.3% |
| All | -66.0% | +14.2% | -80.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling