+24.9%
TXG vs M
+123.1%
-98.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.9% |
| 7D | +1.8% | +4.7% | -2.9% | -0.1% |
| 30D | +32.0% | -9.6% | +41.6% | +37.3% |
| 3M | +87.0% | +0.9% | +86.2% | +84.5% |
| 6M | +180.1% | +22.3% | +157.8% | +155.5% |
| YTD | +284.1% | +6.5% | +277.6% | +266.2% |
| 1Y | +361.7% | +38.8% | +322.9% | +285.7% |
| All | +24.9% | +123.1% | -98.2% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling