-56.3%
TXG vs LTH
+152.0%
-208.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.5% |
| 7D | +9.1% | -4.0% | +13.1% | +11.4% |
| 30D | +14.9% | -1.7% | +16.6% | +15.4% |
| 3M | +120.0% | +28.0% | +92.0% | +89.5% |
| 6M | +221.8% | +54.1% | +167.7% | +146.8% |
| YTD | +312.6% | +57.1% | +255.5% | +211.8% |
| 1Y | +398.4% | +45.8% | +352.7% | +290.6% |
| 3Y | +42.1% | +157.6% | -115.5% | -23.5% |
| All | -56.3% | +152.0% | -208.3% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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