+30.0%
TXG vs MDY
+105.8%
-75.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.3% |
| 7D | +9.5% | -1.9% | +11.3% | +12.0% |
| 30D | +18.8% | -4.6% | +23.4% | +26.1% |
| 3M | +136.1% | -1.2% | +137.3% | +141.5% |
| 6M | +235.2% | +9.2% | +226.0% | +205.6% |
| YTD | +320.5% | +13.1% | +307.5% | +269.1% |
| 1Y | +425.2% | +13.0% | +412.2% | +364.6% |
| 3Y | +42.9% | +49.2% | -6.3% | -0.2% |
| 5Y | -62.8% | +47.2% | -110.1% | -72.3% |
| All | +30.0% | +105.8% | -75.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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