+23.3%
TXG vs FIVE
+89.6%
-66.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.6% | +4.1% | +7.4% |
| 7D | +5.5% | +6.2% | -0.6% | +3.2% |
| 30D | -19.3% | +18.2% | -37.5% | -24.5% |
| 3M | +25.0% | +3.8% | +21.2% | +22.5% |
| 6M | +201.2% | +13.7% | +187.4% | +181.3% |
| YTD | +298.8% | +34.7% | +264.1% | +245.5% |
| 1Y | +326.6% | +66.6% | +259.9% | +236.8% |
| 3Y | +78.3% | +44.3% | +34.0% | +36.8% |
| 5Y | -61.3% | +18.8% | -80.1% | -69.6% |
| All | +23.3% | +89.6% | -66.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling