+27.6%
TXG vs TAP
-17.8%
+45.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +9.1% | -5.1% | +14.2% | +10.2% |
| 30D | +14.9% | -8.4% | +23.3% | +16.7% |
| 3M | +120.0% | -3.9% | +123.9% | +120.4% |
| 6M | +221.8% | -14.4% | +236.2% | +230.6% |
| YTD | +312.6% | -14.7% | +327.3% | +322.8% |
| 1Y | +398.4% | -18.7% | +417.1% | +415.0% |
| 3Y | +42.1% | -32.6% | +74.7% | +51.5% |
| 5Y | -63.5% | -1.4% | -62.0% | -62.7% |
| All | +27.6% | -17.8% | +45.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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