-38.4%
U vs TXG
-45.6%
+7.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.4% |
| 7D | 0.0% | +5.0% | -5.0% | -2.6% |
| 30D | -4.1% | +13.5% | -17.6% | -11.3% |
| 3M | +57.8% | +128.0% | -70.2% | -3.9% |
| 6M | +103.5% | +224.4% | -120.9% | -2.2% |
| YTD | -4.8% | +307.0% | -311.7% | -60.3% |
| 1Y | -2.4% | +427.2% | -429.6% | -66.8% |
| 3Y | +11.7% | +40.2% | -28.5% | -24.9% |
| 5Y | -68.9% | -64.0% | -4.8% | -59.1% |
| All | -38.4% | -45.6% | +7.1% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling