-63.5%
TXG vs SM
+119.2%
-182.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +9.1% | -0.2% | +9.4% | +9.2% |
| 30D | +14.9% | +20.3% | -5.4% | +10.2% |
| 3M | +120.0% | +22.9% | +97.1% | +107.8% |
| 6M | +221.8% | +47.8% | +174.0% | +183.8% |
| YTD | +312.6% | +107.5% | +205.1% | +228.8% |
| 1Y | +398.4% | +51.7% | +346.7% | +330.1% |
| 3Y | +42.1% | -0.9% | +42.9% | +30.1% |
| 5Y | -63.5% | +112.2% | -175.7% | -69.6% |
| All | -63.5% | +119.2% | -182.7% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling