+405.4%
TXG vs TW
+20.8%
+384.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.8% |
| 7D | -19.3% | +6.0% | -25.2% | -17.1% |
| 30D | -30.9% | +18.6% | -49.5% | -26.2% |
| 3M | +41.1% | +26.5% | +14.5% | +54.4% |
| 6M | +211.9% | +13.1% | +198.7% | +235.4% |
| YTD | +314.0% | +18.5% | +295.4% | +360.5% |
| 1Y | +405.4% | +21.7% | +383.7% | +463.1% |
| All | +405.4% | +20.8% | +384.6% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling