+10.3%
TXG vs SFM
+160.3%
-150.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.6% |
| 7D | -1.8% | +6.0% | -7.9% | -2.3% |
| 30D | -20.4% | -19.5% | -0.9% | -19.2% |
| 3M | +0.1% | -37.0% | +37.1% | +3.9% |
| 6M | +176.2% | -41.0% | +217.2% | +187.6% |
| YTD | +256.8% | -34.6% | +291.4% | +264.2% |
| 1Y | +255.9% | -36.3% | +292.2% | +264.2% |
| 3Y | +60.2% | +24.5% | +35.7% | +54.0% |
| 5Y | -65.1% | +115.9% | -181.0% | -67.3% |
| All | +10.3% | +160.3% | -150.0% | -5.2% |
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