+30.0%
TXG vs WING
+42.5%
-12.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.0% | -2.6% | +1.2% |
| 7D | +9.5% | +7.2% | +2.3% | +6.8% |
| 30D | +18.8% | +4.8% | +14.0% | +15.7% |
| 3M | +136.1% | -23.7% | +159.8% | +155.5% |
| 6M | +235.2% | -43.6% | +278.8% | +299.6% |
| YTD | +320.5% | -50.6% | +371.1% | +417.7% |
| 1Y | +425.2% | -57.0% | +482.2% | +572.1% |
| 3Y | +42.9% | -28.3% | +71.2% | +26.3% |
| 5Y | -62.8% | -32.4% | -30.4% | -69.3% |
| All | +30.0% | +42.5% | -12.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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