+30.0%
TXG vs SFM
+263.8%
-233.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +3.3% |
| 7D | +9.5% | -10.6% | +20.1% | +10.7% |
| 30D | +18.8% | -15.5% | +34.2% | +20.6% |
| 3M | +136.1% | -17.4% | +153.5% | +139.9% |
| 6M | +235.2% | -3.4% | +238.7% | +231.9% |
| YTD | +320.5% | -8.7% | +329.2% | +318.1% |
| 1Y | +425.2% | -47.2% | +472.4% | +460.1% |
| 3Y | +42.9% | +82.7% | -39.8% | +33.2% |
| 5Y | -62.8% | +214.3% | -277.1% | -66.1% |
| All | +30.0% | +263.8% | -233.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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