+52.5%
V vs TXG
+31.6%
+20.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -1.9% |
| 7D | -1.1% | +9.4% | -10.5% | -1.4% |
| 30D | +1.9% | +26.1% | -24.2% | +0.9% |
| 3M | +15.5% | +124.8% | -109.3% | +11.3% |
| 6M | +16.6% | +215.2% | -198.6% | +10.3% |
| YTD | +5.7% | +302.2% | -296.5% | -1.4% |
| 1Y | +8.6% | +370.9% | -362.4% | -0.1% |
| 3Y | +52.5% | +38.5% | +14.0% | +39.4% |
| All | +52.5% | +31.6% | +20.9% | +39.4% |
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