-27.2%
W vs TXG
+22.9%
-50.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | +0.5% | +5.0% | -4.5% | -2.1% |
| 30D | -5.6% | +13.5% | -19.1% | -12.0% |
| 3M | +41.9% | +128.0% | -86.1% | -10.2% |
| 6M | +30.2% | +224.4% | -194.2% | -33.4% |
| YTD | -2.9% | +307.0% | -309.9% | -56.8% |
| 1Y | +11.6% | +427.2% | -415.7% | -58.7% |
| 3Y | +37.0% | +40.2% | -3.2% | -6.5% |
| 5Y | -62.8% | -64.0% | +1.2% | -60.6% |
| All | -27.2% | +22.9% | -50.1% | -52.9% |
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