+24.4%
TXG vs USFR
+21.8%
+2.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.6% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +26.1% | +0.3% | +25.8% | +25.4% |
| 3M | +124.8% | +1.0% | +123.8% | +121.2% |
| 6M | +215.2% | +1.9% | +213.3% | +203.9% |
| YTD | +302.2% | +2.7% | +299.6% | +281.1% |
| 1Y | +370.9% | +4.0% | +366.9% | +334.8% |
| 3Y | +38.5% | +14.0% | +24.5% | +10.2% |
| 5Y | -64.4% | +20.4% | -84.8% | -74.6% |
| All | +24.4% | +21.8% | +2.5% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling