+18.8%
TXG vs M
+72.2%
-53.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.5% |
| 7D | +1.8% | +4.7% | -2.9% | +0.7% |
| 30D | +32.0% | -9.6% | +41.6% | +35.0% |
| 3M | +87.0% | +0.9% | +86.2% | +85.8% |
| 6M | +180.1% | +22.3% | +157.8% | +166.5% |
| YTD | +284.1% | +6.5% | +277.6% | +274.9% |
| 1Y | +361.7% | +38.8% | +322.9% | +321.5% |
| 3Y | +15.9% | +115.9% | -100.0% | -5.4% |
| 5Y | -66.2% | +28.6% | -94.8% | -70.1% |
| All | +18.8% | +72.2% | -53.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling