+255.9%
TXG vs IRE
-97.6%
+353.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.8% | -0.3% |
| 7D | -1.8% | -31.8% | +30.0% | +1.1% |
| 30D | -20.4% | -71.8% | +51.4% | -13.8% |
| 3M | +0.1% | -88.9% | +89.0% | +13.2% |
| 6M | +176.2% | -95.4% | +271.5% | +214.5% |
| YTD | +256.8% | -94.2% | +351.0% | +272.5% |
| 1Y | +255.9% | -97.1% | +353.0% | +291.5% |
| All | +255.9% | -97.6% | +353.5% | +291.5% |
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