+47.7%
XYZ vs TXG
+21.6%
+26.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.0% | +1.8% | -2.8% | -1.4% |
| 30D | -1.7% | +32.0% | -33.7% | -9.8% |
| 3M | +16.7% | +87.0% | -70.3% | -4.3% |
| 6M | +26.9% | +180.1% | -153.2% | -9.0% |
| YTD | +27.1% | +284.1% | -257.0% | -17.1% |
| 1Y | +9.3% | +361.7% | -352.4% | -34.4% |
| All | +47.7% | +21.6% | +26.1% | +40.3% |
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