-59.4%
TXG vs WY
-22.2%
-37.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.0% |
| 7D | +9.5% | -4.2% | +13.7% | +14.1% |
| 30D | +18.8% | -10.1% | +28.9% | +32.2% |
| 3M | +136.1% | -8.5% | +144.6% | +152.3% |
| 6M | +235.2% | -3.3% | +238.6% | +237.6% |
| YTD | +320.5% | -4.4% | +324.9% | +321.2% |
| 1Y | +425.2% | -11.5% | +436.7% | +467.2% |
| 3Y | +42.9% | -24.3% | +67.2% | +87.2% |
| All | -59.4% | -22.2% | -37.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling