-64.0%
TXG vs TW
+19.6%
-83.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +5.0% | -2.7% | +7.7% | +6.2% |
| 30D | +13.5% | -1.7% | +15.2% | +14.0% |
| 3M | +128.0% | +1.6% | +126.4% | +121.3% |
| 6M | +224.4% | -17.7% | +242.1% | +250.2% |
| YTD | +307.0% | -4.3% | +311.3% | +297.0% |
| 1Y | +427.2% | -13.1% | +440.4% | +444.7% |
| 3Y | +40.2% | +20.3% | +19.9% | -2.3% |
| 5Y | -64.0% | +22.0% | -86.0% | -76.5% |
| All | -64.0% | +19.6% | -83.6% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling