+42.9%
TXG vs GFI
+287.6%
-244.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.6% |
| 7D | +9.5% | -4.9% | +14.3% | +10.8% |
| 30D | +18.8% | +10.7% | +8.0% | +15.9% |
| 3M | +136.1% | +25.6% | +110.5% | +123.7% |
| 6M | +235.2% | -8.3% | +243.5% | +236.5% |
| YTD | +320.5% | +6.3% | +314.2% | +309.4% |
| 1Y | +425.2% | +22.1% | +403.1% | +400.2% |
| 3Y | +42.9% | +289.2% | -246.3% | +0.6% |
| All | +42.9% | +287.6% | -244.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling