+24.4%
TXG vs RACE
+180.4%
-156.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.4% |
| 7D | +9.4% | -1.0% | +10.4% | +10.2% |
| 30D | +26.1% | -1.5% | +27.6% | +27.5% |
| 3M | +124.8% | +15.5% | +109.3% | +102.4% |
| 6M | +215.2% | +17.3% | +197.9% | +180.4% |
| YTD | +302.2% | +11.1% | +291.1% | +266.7% |
| 1Y | +370.9% | -14.3% | +385.2% | +411.5% |
| 3Y | +38.5% | +40.2% | -1.7% | -8.2% |
| 5Y | -64.4% | +92.6% | -156.9% | -81.6% |
| All | +24.4% | +180.4% | -156.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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