-64.8%
TXG vs M
-10.1%
-54.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +4.0% |
| 7D | -15.4% | -4.3% | -11.2% | -13.9% |
| 30D | -22.1% | +1.3% | -23.4% | -22.7% |
| 3M | +30.0% | -7.4% | +37.4% | +33.3% |
| 6M | +160.7% | +18.3% | +142.3% | +139.8% |
| YTD | +263.5% | +7.6% | +255.9% | +243.4% |
| 1Y | +356.0% | +17.4% | +338.6% | +311.3% |
| 3Y | +53.4% | +108.4% | -55.0% | -0.6% |
| All | -64.8% | -10.1% | -54.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling