-64.0%
TXG vs SFM
+212.1%
-276.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.2% |
| 7D | +5.0% | -8.8% | +13.8% | +6.3% |
| 30D | +13.5% | -14.5% | +28.0% | +15.9% |
| 3M | +128.0% | -16.8% | +144.9% | +133.2% |
| 6M | +224.4% | -5.3% | +229.8% | +220.4% |
| YTD | +307.0% | -9.4% | +316.4% | +303.5% |
| 1Y | +427.2% | -46.2% | +473.4% | +482.9% |
| 3Y | +40.2% | +81.3% | -41.1% | +16.9% |
| 5Y | -64.0% | +211.9% | -275.9% | -71.9% |
| All | -64.0% | +212.1% | -276.2% | -71.9% |
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