+25.8%
TXG vs MKTX
-49.0%
+74.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | +13.5% | +0.8% | +12.7% | +13.1% |
| 3M | +128.0% | +41.1% | +86.9% | +91.3% |
| 6M | +224.4% | -9.5% | +234.0% | +233.5% |
| YTD | +307.0% | -8.7% | +315.7% | +315.3% |
| 1Y | +427.2% | -10.0% | +437.2% | +438.2% |
| 3Y | +40.2% | -24.6% | +64.8% | +46.6% |
| 5Y | -64.0% | -60.3% | -3.7% | -47.9% |
| All | +25.8% | -49.0% | +74.8% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling