+18.8%
TXG vs GAP
+46.9%
-28.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.8% | -4.5% | +6.3% | +3.1% |
| 30D | +32.0% | +9.0% | +23.0% | +27.9% |
| 3M | +87.0% | +5.0% | +82.0% | +83.1% |
| 6M | +180.1% | -17.8% | +197.9% | +192.5% |
| YTD | +284.1% | -10.4% | +294.5% | +290.5% |
| 1Y | +361.7% | -3.4% | +365.1% | +358.4% |
| 3Y | +15.9% | +111.5% | -95.6% | -9.7% |
| 5Y | -66.2% | +8.8% | -75.0% | -72.1% |
| All | +18.8% | +46.9% | -28.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling