+24.4%
TXG vs RNG
-44.6%
+69.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +6.4% |
| 7D | +9.4% | -0.8% | +10.2% | +9.5% |
| 30D | +26.1% | +11.4% | +14.7% | +20.4% |
| 3M | +124.8% | +72.1% | +52.7% | +74.1% |
| 6M | +215.2% | +67.9% | +147.3% | +140.4% |
| YTD | +302.2% | +144.3% | +157.9% | +147.9% |
| 1Y | +370.9% | +117.5% | +253.4% | +204.2% |
| 3Y | +38.5% | +123.9% | -85.4% | -17.0% |
| 5Y | -64.4% | -70.1% | +5.7% | -57.4% |
| All | +24.4% | -44.6% | +69.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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