+3.7%
U vs TXG
+372.5%
-368.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.8% | +1.8% | -5.6% | -4.3% |
| 30D | +17.5% | +32.0% | -14.6% | +7.8% |
| 3M | +38.7% | +87.0% | -48.3% | +14.0% |
| 6M | +104.4% | +180.1% | -75.6% | +48.2% |
| YTD | -5.7% | +284.1% | -289.8% | -37.8% |
| 1Y | +3.7% | +361.7% | -358.0% | -34.2% |
| All | +3.7% | +372.5% | -368.8% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling