+416.4%
TXG vs IRE
-84.0%
+500.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +3.0% |
| 7D | +9.1% | +29.0% | -19.9% | +7.2% |
| 30D | +14.9% | +24.2% | -9.3% | +12.6% |
| 3M | +120.0% | -53.2% | +173.1% | +122.1% |
| 6M | +221.8% | -36.0% | +257.9% | +210.1% |
| YTD | +312.6% | -51.0% | +363.6% | +282.7% |
| All | +416.4% | -84.0% | +500.4% | +406.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling