-57.4%
TXG vs LTH
+156.3%
-213.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.7% |
| 7D | +9.4% | +1.5% | +7.8% | +8.4% |
| 30D | +26.1% | -3.1% | +29.1% | +27.4% |
| 3M | +124.8% | +28.1% | +96.7% | +93.6% |
| 6M | +215.2% | +67.4% | +147.8% | +130.5% |
| YTD | +302.2% | +59.8% | +242.4% | +201.3% |
| 1Y | +370.9% | +45.6% | +325.3% | +269.7% |
| 3Y | +38.5% | +162.0% | -123.5% | -26.1% |
| All | -57.4% | +156.3% | -213.7% | -79.3% |
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