+24.3%
W vs TXG
+406.9%
-382.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.4% | +7.6% | +10.0% |
| 7D | +8.4% | -19.3% | +27.6% | +14.4% |
| 30D | +16.5% | -30.9% | +47.4% | +27.6% |
| 3M | +6.4% | +41.1% | -34.6% | -9.0% |
| 6M | +90.5% | +211.9% | -121.3% | +23.2% |
| YTD | +23.1% | +314.0% | -290.9% | -28.7% |
| 1Y | +24.3% | +405.4% | -381.1% | -35.5% |
| All | +24.3% | +406.9% | -382.6% | -35.5% |
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