+37.4%
XYZ vs TXG
+24.6%
+12.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.9% |
| 7D | -3.7% | +9.1% | -12.9% | -7.3% |
| 30D | +0.5% | +14.9% | -14.4% | -5.7% |
| 3M | +16.3% | +120.0% | -103.7% | -19.3% |
| 6M | +21.1% | +221.8% | -200.7% | -30.5% |
| YTD | +22.0% | +312.6% | -290.6% | -37.8% |
| 1Y | +5.2% | +398.4% | -393.3% | -53.0% |
| 3Y | +49.6% | +42.1% | +7.5% | +6.3% |
| 5Y | -68.4% | -63.5% | -5.0% | -63.0% |
| All | +37.4% | +24.6% | +12.8% | +11.2% |
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