+38.3%
TXG vs WY
-25.0%
+63.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | +1.0% |
| 7D | +5.0% | -3.7% | +8.7% | +8.4% |
| 30D | +13.5% | -11.3% | +24.8% | +26.2% |
| 3M | +128.0% | -8.1% | +136.2% | +141.0% |
| 6M | +224.4% | -7.4% | +231.9% | +239.8% |
| YTD | +307.0% | -4.7% | +311.7% | +307.5% |
| 1Y | +427.2% | -9.2% | +436.4% | +452.9% |
| All | +38.3% | -25.0% | +63.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling