+40.2%
TXG vs SM
-1.2%
+41.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +9.1% | -0.2% | +9.4% | +9.2% |
| 30D | +14.9% | +20.3% | -5.4% | +10.4% |
| 3M | +120.0% | +22.9% | +97.1% | +108.6% |
| 6M | +221.8% | +47.8% | +174.0% | +181.5% |
| YTD | +312.6% | +107.5% | +205.1% | +218.3% |
| 1Y | +398.4% | +51.7% | +346.7% | +326.0% |
| All | +40.2% | -1.2% | +41.4% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling