-0.7%
WBD vs TXG
+24.6%
-25.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -1.7% | +9.1% | -10.8% | -3.4% |
| 30D | +3.9% | +14.9% | -11.0% | +0.8% |
| 3M | +5.1% | +120.0% | -114.9% | -11.7% |
| 6M | +0.6% | +221.8% | -221.2% | -23.0% |
| YTD | -3.2% | +312.6% | -315.7% | -30.4% |
| 1Y | +127.7% | +398.4% | -270.8% | +54.0% |
| 3Y | +146.6% | +42.1% | +104.5% | +101.4% |
| 5Y | +4.2% | -63.5% | +67.6% | -11.0% |
| All | -0.7% | +24.6% | -25.3% | -29.6% |
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