-64.1%
TXG vs MNDY
-49.8%
-14.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.4% | +2.7% |
| 7D | +9.5% | -4.6% | +14.1% | +10.7% |
| 30D | +18.8% | +1.0% | +17.7% | +17.3% |
| 3M | +136.1% | +9.1% | +127.0% | +124.6% |
| 6M | +235.2% | +14.2% | +221.0% | +207.6% |
| YTD | +320.5% | -41.1% | +361.7% | +373.2% |
| 1Y | +425.2% | -54.7% | +479.9% | +536.6% |
| 3Y | +42.9% | -50.6% | +93.5% | +44.6% |
| 5Y | -62.8% | -76.7% | +13.8% | -64.7% |
| All | -64.1% | -49.8% | -14.3% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling