+60.2%
TXG vs SPY
+78.1%
-17.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -0.8% |
| 7D | -1.8% | +2.6% | -4.4% | -6.8% |
| 30D | -20.4% | -2.0% | -18.4% | -15.3% |
| 3M | +0.1% | -2.8% | +2.9% | +8.1% |
| 6M | +176.2% | +2.1% | +174.0% | +172.9% |
| YTD | +256.8% | +11.5% | +245.3% | +198.4% |
| 1Y | +255.9% | +13.5% | +242.4% | +187.4% |
| 3Y | +60.2% | +77.7% | -17.5% | -57.9% |
| All | +60.2% | +78.1% | -17.9% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling