-64.0%
TXG vs GAP
+3.0%
-67.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -0.5% |
| 7D | +5.0% | -6.3% | +11.3% | +7.6% |
| 30D | +13.5% | -0.2% | +13.7% | +12.3% |
| 3M | +128.0% | 0.0% | +128.0% | +125.1% |
| 6M | +224.4% | -8.1% | +232.5% | +229.5% |
| YTD | +307.0% | -16.5% | +323.5% | +326.0% |
| 1Y | +427.2% | -10.5% | +437.7% | +434.4% |
| 3Y | +40.2% | +104.0% | -63.8% | -5.9% |
| 5Y | -64.0% | +6.8% | -70.8% | -76.8% |
| All | -64.0% | +3.0% | -67.0% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling