+76.5%
TXN vs TXG
+43.8%
+32.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.3% |
| 7D | +4.0% | +9.5% | -5.5% | +2.5% |
| 30D | -2.9% | +18.8% | -21.6% | -5.7% |
| 3M | -9.1% | +136.1% | -145.2% | -21.5% |
| 6M | +36.6% | +235.2% | -198.6% | +10.4% |
| YTD | +57.5% | +320.5% | -263.1% | +21.3% |
| 1Y | +49.5% | +425.2% | -375.7% | +9.0% |
| 3Y | +76.5% | +42.9% | +33.7% | +45.2% |
| All | +76.5% | +43.8% | +32.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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