+405.4%
TXG vs M
+36.6%
+368.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.2% | +2.1% |
| 7D | -19.3% | +8.3% | -27.5% | -20.3% |
| 30D | -30.9% | +14.2% | -45.1% | -32.6% |
| 3M | +41.1% | -1.1% | +42.2% | +41.3% |
| 6M | +211.9% | +36.6% | +175.3% | +193.3% |
| YTD | +314.0% | +19.8% | +294.2% | +288.0% |
| 1Y | +405.4% | +37.2% | +368.2% | +371.3% |
| All | +405.4% | +36.6% | +368.8% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling