+405.4%
TXG vs IRE
-97.6%
+502.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -23.2% | +26.7% | +5.1% |
| 7D | -19.3% | -46.8% | +27.6% | -16.0% |
| 30D | -30.9% | -75.5% | +44.6% | -25.5% |
| 3M | +41.1% | -79.4% | +120.5% | +52.1% |
| 6M | +211.9% | -91.3% | +303.1% | +238.6% |
| YTD | +314.0% | -90.8% | +404.8% | +327.8% |
| 1Y | +405.4% | -97.7% | +503.1% | +448.8% |
| All | +405.4% | -97.6% | +502.9% | +448.8% |
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