+35.3%
W vs TXG
+41.0%
-5.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.0% |
| 7D | +5.9% | +9.1% | -3.2% | +1.7% |
| 30D | -3.0% | +14.9% | -17.9% | -9.4% |
| 3M | +40.3% | +120.0% | -79.6% | -5.5% |
| 6M | +32.2% | +221.8% | -189.6% | -27.4% |
| YTD | -0.3% | +312.6% | -312.9% | -52.5% |
| 1Y | +16.2% | +398.4% | -382.3% | -51.9% |
| All | +35.3% | +41.0% | -5.7% | +8.0% |
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