+30.0%
TXG vs SM
+332.1%
-302.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +9.5% | +4.6% | +4.9% | +9.0% |
| 30D | +18.8% | +18.2% | +0.6% | +16.9% |
| 3M | +136.1% | +22.5% | +113.6% | +130.8% |
| 6M | +235.2% | +50.6% | +184.7% | +218.6% |
| YTD | +320.5% | +108.1% | +212.4% | +285.8% |
| 1Y | +425.2% | +46.0% | +379.2% | +398.4% |
| 3Y | +42.9% | +2.9% | +40.0% | +38.2% |
| 5Y | -62.8% | +112.6% | -175.4% | -65.6% |
| All | +30.0% | +332.1% | -302.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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