+24.4%
TXG vs TW
+161.1%
-136.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.9% |
| 7D | +9.4% | -3.5% | +12.8% | +10.8% |
| 30D | +26.1% | +0.5% | +25.6% | +25.5% |
| 3M | +124.8% | +4.9% | +119.9% | +115.6% |
| 6M | +215.2% | -17.1% | +232.3% | +235.2% |
| YTD | +302.2% | -3.9% | +306.1% | +293.5% |
| 1Y | +370.9% | -13.3% | +384.2% | +384.4% |
| 3Y | +38.5% | +20.9% | +17.6% | +10.8% |
| 5Y | -64.4% | +20.5% | -84.9% | -72.5% |
| All | +24.4% | +161.1% | -136.7% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling