-62.2%
TXG vs LTH
+180.7%
-243.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.7% |
| 7D | -1.8% | -1.3% | -0.6% | -1.2% |
| 30D | -20.4% | +15.7% | -36.1% | -26.6% |
| 3M | +0.1% | +5.0% | -4.9% | -3.6% |
| 6M | +176.2% | +37.7% | +138.5% | +126.6% |
| YTD | +256.8% | +75.0% | +181.8% | +152.6% |
| 1Y | +255.9% | +82.6% | +173.3% | +145.5% |
| 3Y | +60.2% | +241.3% | -181.1% | -26.1% |
| 5Y | -65.1% | +135.4% | -200.5% | -83.7% |
| All | -62.2% | +180.7% | -243.0% | -82.6% |
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 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