-62.3%
W vs TXG
-63.6%
+1.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.3% |
| 7D | +5.9% | +9.1% | -3.2% | +0.8% |
| 30D | -3.0% | +14.9% | -17.9% | -10.9% |
| 3M | +40.3% | +120.0% | -79.6% | -13.6% |
| 6M | +32.2% | +221.8% | -189.6% | -36.9% |
| YTD | -0.3% | +312.6% | -312.9% | -59.9% |
| 1Y | +16.2% | +398.4% | -382.3% | -60.6% |
| 3Y | +40.7% | +42.1% | -1.4% | -6.0% |
| 5Y | -62.3% | -63.5% | +1.1% | -63.2% |
| All | -62.3% | -63.6% | +1.3% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling