-16.4%
W vs TXG
+7.8%
-24.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.9% |
| 30D | +6.8% | -20.4% | +27.2% | +16.9% |
| 3M | +10.7% | +0.1% | +10.6% | +4.3% |
| 6M | +86.3% | +176.2% | -89.8% | +0.7% |
| YTD | +11.5% | +256.8% | -245.3% | -49.7% |
| 1Y | +5.1% | +255.9% | -250.8% | -53.2% |
| 3Y | +171.0% | +60.2% | +110.8% | +62.4% |
| 5Y | -56.6% | -65.1% | +8.5% | -54.5% |
| All | -16.4% | +7.8% | -24.1% | -45.2% |
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