+30.0%
TXG vs SNY
+30.1%
-0.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.5% | -3.3% | +12.8% | +10.9% |
| 30D | +18.8% | -2.2% | +20.9% | +19.8% |
| 3M | +136.1% | -3.0% | +139.1% | +138.0% |
| 6M | +235.2% | +2.7% | +232.5% | +231.0% |
| YTD | +320.5% | -6.8% | +327.4% | +331.7% |
| 1Y | +425.2% | -5.3% | +430.5% | +433.9% |
| 3Y | +42.9% | -9.8% | +52.7% | +46.7% |
| 5Y | -62.8% | +9.7% | -72.5% | -65.2% |
| All | +30.0% | +30.1% | -0.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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