-63.2%
TXG vs SFM
+116.0%
-179.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.7% |
| 7D | -1.8% | +6.0% | -7.9% | -2.5% |
| 30D | -20.4% | -19.5% | -0.9% | -18.6% |
| 3M | +0.1% | -37.0% | +37.1% | +5.8% |
| 6M | +176.2% | -41.0% | +217.2% | +193.3% |
| YTD | +256.8% | -34.6% | +291.4% | +267.3% |
| 1Y | +255.9% | -36.3% | +292.2% | +267.8% |
| 3Y | +60.2% | +24.5% | +35.7% | +39.5% |
| All | -63.2% | +116.0% | -179.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling