-62.6%
TXG vs LTH
+132.1%
-194.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.6% | -2.5% |
| 7D | +1.8% | -4.6% | +6.4% | +4.4% |
| 30D | -17.7% | +14.8% | -32.5% | -23.8% |
| 3M | +2.3% | +3.9% | -1.6% | -0.9% |
| 6M | +182.5% | +35.5% | +147.0% | +133.1% |
| YTD | +262.4% | +71.3% | +191.0% | +158.1% |
| 1Y | +254.1% | +75.7% | +178.4% | +148.1% |
| 3Y | +66.6% | +231.9% | -165.4% | -23.3% |
| All | -62.6% | +132.1% | -194.7% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling