+425.2%
TXG vs HBM
+97.2%
+328.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | +9.5% | -3.3% | +12.8% | +10.9% |
| 30D | +18.8% | -4.8% | +23.6% | +21.1% |
| 3M | +136.1% | -0.4% | +136.5% | +132.7% |
| 6M | +235.2% | +17.9% | +217.4% | +205.7% |
| YTD | +320.5% | +33.7% | +286.8% | +255.7% |
| 1Y | +425.2% | +95.6% | +329.6% | +287.3% |
| All | +425.2% | +97.2% | +328.0% | +287.3% |
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