+10.3%
TXG vs M
+86.2%
-75.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.9% |
| 7D | -1.8% | +7.0% | -8.9% | -3.3% |
| 30D | -20.4% | +8.9% | -29.3% | -21.9% |
| 3M | +0.1% | +4.5% | -4.4% | -1.1% |
| 6M | +176.2% | +36.2% | +140.0% | +156.0% |
| YTD | +256.8% | +15.1% | +241.6% | +241.6% |
| 1Y | +255.9% | +27.4% | +228.5% | +231.3% |
| 3Y | +60.2% | +160.1% | -99.9% | +25.7% |
| 5Y | -65.1% | -1.6% | -63.5% | -69.3% |
| All | +10.3% | +86.2% | -75.8% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling