+30.0%
TXG vs TW
+157.1%
-127.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.7% |
| 7D | +9.5% | -4.5% | +14.0% | +11.5% |
| 30D | +18.8% | -2.3% | +21.0% | +19.5% |
| 3M | +136.1% | +2.6% | +133.5% | +128.7% |
| 6M | +235.2% | -17.5% | +252.8% | +256.9% |
| YTD | +320.5% | -5.3% | +325.8% | +314.0% |
| 1Y | +425.2% | -14.8% | +440.0% | +444.0% |
| 3Y | +42.9% | +18.8% | +24.1% | +15.2% |
| 5Y | -62.8% | +20.7% | -83.5% | -71.3% |
| All | +30.0% | +157.1% | -127.1% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling