+40.2%
TXG vs TAP
-33.0%
+73.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +9.1% | -5.1% | +14.2% | +10.8% |
| 30D | +14.9% | -8.4% | +23.3% | +17.8% |
| 3M | +120.0% | -3.9% | +123.9% | +120.1% |
| 6M | +221.8% | -14.4% | +236.2% | +238.0% |
| YTD | +312.6% | -14.7% | +327.3% | +329.4% |
| 1Y | +398.4% | -18.7% | +417.1% | +427.8% |
| All | +40.2% | -33.0% | +73.2% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling