-59.4%
TXG vs NYT
+38.8%
-98.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.9% | +3.0% |
| 7D | +9.5% | -0.6% | +10.1% | +9.9% |
| 30D | +18.8% | +4.6% | +14.2% | +15.4% |
| 3M | +136.1% | -9.6% | +145.7% | +145.7% |
| 6M | +235.2% | -14.0% | +249.2% | +258.0% |
| YTD | +320.5% | -2.8% | +323.4% | +310.4% |
| 1Y | +425.2% | +15.6% | +409.6% | +350.6% |
| 3Y | +42.9% | +56.3% | -13.4% | -8.3% |
| All | -59.4% | +38.8% | -98.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling