+38.5%
TXG vs SFM
+96.9%
-58.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.5% | +11.2% | +5.5% |
| 7D | +9.4% | -5.8% | +15.2% | +10.0% |
| 30D | +26.1% | -11.4% | +37.4% | +27.7% |
| 3M | +124.8% | -12.2% | +137.0% | +127.3% |
| 6M | +215.2% | -5.2% | +220.4% | +211.4% |
| YTD | +302.2% | -4.5% | +306.7% | +295.0% |
| 1Y | +370.9% | -45.4% | +416.3% | +429.0% |
| 3Y | +38.5% | +91.1% | -52.6% | -0.4% |
| All | +38.5% | +96.9% | -58.4% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling