+17.6%
TXG vs SM
+253.4%
-235.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -6.9% | -1.9% |
| 7D | -8.1% | +0.3% | -8.4% | -8.1% |
| 30D | -17.5% | -17.3% | -0.2% | -16.2% |
| 3M | +6.1% | -3.6% | +9.7% | +6.1% |
| 6M | +202.7% | +2.9% | +199.8% | +199.3% |
| YTD | +280.4% | +70.2% | +210.2% | +254.4% |
| 1Y | +274.0% | +66.5% | +207.5% | +248.8% |
| 3Y | +74.9% | -8.2% | +83.1% | +70.8% |
| 5Y | -63.0% | -1.5% | -61.6% | -64.3% |
| All | +17.6% | +253.4% | -235.8% | +6.1% |
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