+361.7%
TXG vs HBM
+123.0%
+238.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +1.8% | -6.4% | +8.2% | +4.6% |
| 30D | +32.0% | +5.9% | +26.1% | +29.3% |
| 3M | +87.0% | -8.9% | +95.9% | +90.5% |
| 6M | +180.1% | +10.7% | +169.4% | +161.1% |
| YTD | +284.1% | +38.3% | +245.9% | +223.2% |
| 1Y | +361.7% | +121.3% | +240.3% | +255.3% |
| All | +361.7% | +123.0% | +238.7% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling