+30.0%
TXG vs GAP
+40.9%
-10.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.5% | +2.5% |
| 7D | +9.5% | -4.1% | +13.6% | +10.7% |
| 30D | +18.8% | +6.2% | +12.5% | +15.8% |
| 3M | +136.1% | -0.7% | +136.8% | +134.7% |
| 6M | +235.2% | -7.1% | +242.4% | +238.7% |
| YTD | +320.5% | -14.1% | +334.6% | +332.5% |
| 1Y | +425.2% | -8.5% | +433.7% | +429.3% |
| 3Y | +42.9% | +115.4% | -72.5% | +11.0% |
| 5Y | -62.8% | +9.8% | -72.6% | -69.2% |
| All | +30.0% | +40.9% | -10.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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