+19.2%
TXG vs M
+89.0%
-69.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -3.7% | +5.0% | -8.7% | -4.6% |
| 30D | -22.0% | +10.6% | -32.6% | -23.8% |
| 3M | +7.4% | +1.6% | +5.8% | +6.8% |
| 6M | +191.2% | +30.8% | +160.4% | +172.4% |
| YTD | +285.7% | +16.9% | +268.8% | +267.9% |
| 1Y | +268.3% | +26.3% | +242.0% | +243.5% |
| 3Y | +77.3% | +158.6% | -81.3% | +39.1% |
| 5Y | -62.3% | +2.1% | -64.4% | -67.0% |
| All | +19.2% | +89.0% | -69.8% | +6.3% |
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