+25.8%
TXG vs IBN
+168.1%
-142.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +5.0% | -5.5% | +10.5% | +7.4% |
| 30D | +13.5% | -3.4% | +16.9% | +15.0% |
| 3M | +128.0% | +8.7% | +119.4% | +119.6% |
| 6M | +224.4% | +3.7% | +220.7% | +218.8% |
| YTD | +307.0% | -2.4% | +309.4% | +308.2% |
| 1Y | +427.2% | -8.1% | +435.3% | +438.3% |
| 3Y | +40.2% | +26.3% | +13.8% | +23.5% |
| 5Y | -64.0% | +54.9% | -119.0% | -70.4% |
| All | +25.8% | +168.1% | -142.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling