-59.4%
TXG vs TDY
+39.0%
-98.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.2% |
| 7D | +9.5% | -1.1% | +10.6% | +10.6% |
| 30D | +18.8% | -12.0% | +30.8% | +33.6% |
| 3M | +136.1% | -3.2% | +139.3% | +141.4% |
| 6M | +235.2% | -7.9% | +243.1% | +258.2% |
| YTD | +320.5% | +18.2% | +302.3% | +243.1% |
| 1Y | +425.2% | +6.7% | +418.5% | +377.5% |
| 3Y | +42.9% | +47.5% | -4.7% | -9.1% |
| All | -59.4% | +39.0% | -98.4% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling