+24.4%
TXG vs SUI
+0.2%
+24.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.6% |
| 7D | +9.4% | -3.1% | +12.5% | +11.3% |
| 30D | +26.1% | -2.3% | +28.4% | +27.4% |
| 3M | +124.8% | -2.8% | +127.6% | +125.7% |
| 6M | +215.2% | -12.4% | +227.6% | +236.6% |
| YTD | +302.2% | -3.3% | +305.5% | +303.7% |
| 1Y | +370.9% | -5.8% | +376.7% | +380.7% |
| 3Y | +38.5% | +12.5% | +26.0% | +25.0% |
| 5Y | -64.4% | -32.9% | -31.5% | -58.6% |
| All | +24.4% | +0.2% | +24.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling