+30.0%
TXG vs MKTX
-49.0%
+79.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +9.5% | -0.2% | +9.7% | +9.6% |
| 30D | +18.8% | +0.7% | +18.0% | +18.4% |
| 3M | +136.1% | +40.8% | +95.3% | +98.3% |
| 6M | +235.2% | -8.0% | +243.2% | +241.7% |
| YTD | +320.5% | -8.7% | +329.3% | +329.2% |
| 1Y | +425.2% | -11.8% | +437.0% | +441.7% |
| 3Y | +42.9% | -24.0% | +66.9% | +48.7% |
| 5Y | -62.8% | -60.3% | -2.5% | -46.1% |
| All | +30.0% | -49.0% | +79.0% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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