+141.6%
TXN vs TXG
+22.9%
+118.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +2.0% | +5.0% | -3.0% | +1.1% |
| 30D | -8.0% | +13.5% | -21.5% | -10.2% |
| 3M | -7.8% | +128.0% | -135.8% | -20.8% |
| 6M | +32.4% | +224.4% | -192.0% | +5.7% |
| YTD | +51.7% | +307.0% | -255.3% | +15.4% |
| 1Y | +44.3% | +427.2% | -382.9% | +3.2% |
| 3Y | +71.3% | +40.2% | +31.1% | +44.7% |
| 5Y | +56.4% | -64.0% | +120.4% | +55.5% |
| All | +141.6% | +22.9% | +118.7% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling