-16.7%
W vs TXG
+9.4%
-26.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -0.2% |
| 7D | -1.7% | +1.8% | -3.5% | -2.7% |
| 30D | +3.2% | -17.7% | +20.9% | +11.1% |
| 3M | +8.3% | +2.3% | +6.0% | +1.0% |
| 6M | +84.3% | +182.5% | -98.2% | -1.6% |
| YTD | +11.0% | +262.4% | -251.3% | -50.3% |
| 1Y | -0.2% | +254.1% | -254.3% | -55.4% |
| 3Y | +157.9% | +66.6% | +91.4% | +51.4% |
| 5Y | -56.8% | -64.5% | +7.7% | -55.0% |
| All | -16.7% | +9.4% | -26.1% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling