+18.8%
TXG vs SM
+313.3%
-294.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +32.0% | +26.3% | +5.7% | +29.2% |
| 3M | +87.0% | +8.7% | +78.3% | +84.8% |
| 6M | +180.1% | +51.7% | +128.4% | +165.7% |
| YTD | +284.1% | +99.0% | +185.1% | +253.8% |
| 1Y | +361.7% | +34.6% | +327.1% | +341.3% |
| 3Y | +15.9% | -7.8% | +23.7% | +13.1% |
| 5Y | -66.2% | +104.8% | -171.0% | -68.6% |
| All | +18.8% | +313.3% | -294.5% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling