+24.4%
TXG vs SPY
+181.6%
-157.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +5.5% |
| 7D | +9.4% | +0.5% | +8.8% | +8.5% |
| 30D | +26.1% | -0.9% | +27.0% | +27.9% |
| 3M | +124.8% | +3.9% | +120.9% | +114.2% |
| 6M | +215.2% | +14.5% | +200.7% | +163.5% |
| YTD | +302.2% | +12.9% | +289.3% | +243.6% |
| 1Y | +370.9% | +19.4% | +351.6% | +274.2% |
| 3Y | +38.5% | +78.5% | -39.9% | -32.5% |
| 5Y | -64.4% | +81.8% | -146.1% | -82.2% |
| All | +24.4% | +181.6% | -157.2% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling