+24.4%
TXG vs MTB
+93.0%
-68.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +9.4% | +2.8% | +6.6% | +8.3% |
| 30D | +26.1% | -4.2% | +30.3% | +27.8% |
| 3M | +124.8% | +7.8% | +117.0% | +117.8% |
| 6M | +215.2% | +14.8% | +200.4% | +198.9% |
| YTD | +302.2% | +20.8% | +281.4% | +274.2% |
| 1Y | +370.9% | +23.1% | +347.8% | +334.4% |
| 3Y | +38.5% | +114.8% | -76.3% | +8.8% |
| 5Y | -64.4% | +103.3% | -167.6% | -71.1% |
| All | +24.4% | +93.0% | -68.6% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling