+18.8%
TXG vs SFM
+307.0%
-288.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +32.0% | -4.4% | +36.4% | +32.4% |
| 3M | +87.0% | +1.5% | +85.5% | +85.7% |
| 6M | +180.1% | +6.5% | +173.6% | +174.8% |
| YTD | +284.1% | +2.2% | +281.9% | +277.9% |
| 1Y | +361.7% | -41.9% | +403.6% | +388.5% |
| 3Y | +15.9% | +106.8% | -90.8% | +6.8% |
| 5Y | -66.2% | +231.6% | -297.7% | -69.5% |
| All | +18.8% | +307.0% | -288.2% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling