+202.7%
TXG vs SM
+4.1%
+198.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -6.9% | -1.1% |
| 7D | -8.1% | +0.3% | -8.4% | -8.0% |
| 30D | -17.5% | -17.3% | -0.2% | -17.8% |
| 3M | +6.1% | -3.6% | +9.7% | +8.7% |
| 6M | +202.7% | +2.9% | +199.8% | +223.4% |
| All | +202.7% | +4.1% | +198.6% | +223.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling