+11.9%
U vs TXG
+41.0%
-29.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | +4.4% | +9.1% | -4.8% | +0.9% |
| 30D | -1.3% | +14.9% | -16.2% | -7.0% |
| 3M | +49.6% | +120.0% | -70.4% | +6.5% |
| 6M | +100.2% | +221.8% | -121.6% | +19.0% |
| YTD | -3.7% | +312.6% | -316.3% | -48.8% |
| 1Y | -6.5% | +398.4% | -404.9% | -55.6% |
| All | +11.9% | +41.0% | -29.2% | +2.4% |
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