+24.4%
TXG vs WY
+4.3%
+20.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.5% |
| 7D | +9.4% | -2.1% | +11.4% | +10.6% |
| 30D | +26.1% | -10.5% | +36.6% | +34.1% |
| 3M | +124.8% | -4.9% | +129.7% | +129.1% |
| 6M | +215.2% | -4.9% | +220.2% | +221.5% |
| YTD | +302.2% | -1.7% | +303.9% | +300.3% |
| 1Y | +370.9% | -9.4% | +380.3% | +388.9% |
| 3Y | +38.5% | -22.3% | +60.8% | +60.4% |
| 5Y | -64.4% | -20.5% | -43.8% | -57.5% |
| All | +24.4% | +4.3% | +20.0% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling