+10.3%
TXG vs TAP
-12.7%
+23.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.8% | -2.0% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | -20.4% | +5.7% | -26.1% | -21.6% |
| 3M | +0.1% | -1.9% | +2.0% | -0.2% |
| 6M | +176.2% | +0.9% | +175.2% | +172.3% |
| YTD | +256.8% | -9.5% | +266.3% | +259.6% |
| 1Y | +255.9% | -9.0% | +264.9% | +257.7% |
| 3Y | +60.2% | -22.2% | +82.5% | +66.0% |
| 5Y | -65.1% | +1.2% | -66.3% | -64.9% |
| All | +10.3% | -12.7% | +23.1% | +16.3% |
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