-65.3%
TXG vs MNDY
-50.8%
-14.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -2.9% |
| 7D | +5.0% | -12.5% | +17.5% | +9.0% |
| 30D | +13.5% | -2.6% | +16.1% | +13.4% |
| 3M | +128.0% | +4.2% | +123.8% | +120.0% |
| 6M | +224.4% | +9.8% | +214.7% | +201.4% |
| YTD | +307.0% | -42.3% | +349.3% | +360.6% |
| 1Y | +427.2% | -54.5% | +481.8% | +537.7% |
| 3Y | +40.2% | -50.3% | +90.4% | +41.2% |
| 5Y | -64.0% | -77.1% | +13.1% | -65.6% |
| All | -65.3% | -50.8% | -14.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded MNDY 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling