+117.0%
V vs TXG
+24.6%
+92.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -2.9% | +9.1% | -12.1% | -3.7% |
| 30D | +1.9% | +14.9% | -13.0% | +0.5% |
| 3M | +13.2% | +120.0% | -106.7% | +4.5% |
| 6M | +16.7% | +221.8% | -205.1% | +3.2% |
| YTD | +5.4% | +312.6% | -307.2% | -9.5% |
| 1Y | +7.7% | +398.4% | -390.8% | -10.1% |
| 3Y | +52.0% | +42.1% | +9.9% | +39.5% |
| 5Y | +67.7% | -63.5% | +131.2% | +72.1% |
| All | +117.0% | +24.6% | +92.4% | +69.3% |
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