-59.4%
TXG vs USFR
+20.6%
-80.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.0% |
| 7D | +9.5% | +0.1% | +9.3% | +8.9% |
| 30D | +18.8% | +0.4% | +18.4% | +17.3% |
| 3M | +136.1% | +1.0% | +135.1% | +127.4% |
| 6M | +235.2% | +2.0% | +233.3% | +208.6% |
| YTD | +320.5% | +2.8% | +317.8% | +271.3% |
| 1Y | +425.2% | +4.1% | +421.1% | +335.7% |
| 3Y | +42.9% | +14.1% | +28.7% | -19.2% |
| All | -59.4% | +20.6% | -80.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling