+30.0%
TXG vs USFR
+22.0%
+8.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +9.5% | +0.1% | +9.3% | +9.2% |
| 30D | +18.8% | +0.4% | +18.4% | +18.0% |
| 3M | +136.1% | +1.0% | +135.1% | +132.0% |
| 6M | +235.2% | +2.0% | +233.3% | +222.9% |
| YTD | +320.5% | +2.8% | +317.8% | +297.7% |
| 1Y | +425.2% | +4.1% | +421.1% | +384.3% |
| 3Y | +42.9% | +14.1% | +28.7% | +13.5% |
| 5Y | -62.8% | +20.6% | -83.4% | -73.6% |
| All | +30.0% | +22.0% | +8.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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