+25.8%
TXG vs TDY
+92.1%
-66.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +5.0% | -1.9% | +6.9% | +6.1% |
| 30D | +13.5% | -12.5% | +26.0% | +22.5% |
| 3M | +128.0% | -0.8% | +128.8% | +128.0% |
| 6M | +224.4% | -9.0% | +233.4% | +241.6% |
| YTD | +307.0% | +16.8% | +290.2% | +267.0% |
| 1Y | +427.2% | +9.5% | +417.8% | +395.4% |
| 3Y | +40.2% | +45.4% | -5.2% | +12.8% |
| 5Y | -64.0% | +37.8% | -101.8% | -70.2% |
| All | +25.8% | +92.1% | -66.2% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling