+380.8%
TXG vs IRE
-84.4%
+465.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -1.8% |
| 7D | +1.8% | +54.8% | -53.0% | -1.2% |
| 30D | +32.0% | +18.4% | +13.6% | +29.7% |
| 3M | +87.0% | -66.7% | +153.8% | +92.1% |
| 6M | +180.1% | -52.3% | +232.4% | +173.9% |
| YTD | +284.1% | -52.3% | +336.4% | +257.1% |
| All | +380.8% | -84.4% | +465.3% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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