-59.3%
TXG vs LTH
+160.9%
-220.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | +32.0% | -4.6% | +36.6% | +34.7% |
| 3M | +87.0% | +32.8% | +54.2% | +57.9% |
| 6M | +180.1% | +64.6% | +115.4% | +107.0% |
| YTD | +284.1% | +62.6% | +221.5% | +185.1% |
| 1Y | +361.7% | +49.9% | +311.7% | +256.9% |
| 3Y | +15.9% | +151.3% | -135.4% | -36.5% |
| All | -59.3% | +160.9% | -220.2% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling