+30.0%
TXG vs MTB
+94.1%
-64.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +18.8% | -4.8% | +23.6% | +20.7% |
| 3M | +136.1% | +6.0% | +130.2% | +130.2% |
| 6M | +235.2% | +19.6% | +215.6% | +213.3% |
| YTD | +320.5% | +21.5% | +299.1% | +290.4% |
| 1Y | +425.2% | +24.7% | +400.5% | +382.2% |
| 3Y | +42.9% | +108.6% | -65.7% | +13.0% |
| 5Y | -62.8% | +106.7% | -169.5% | -69.9% |
| All | +30.0% | +94.1% | -64.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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