+43.2%
XYZ vs TXG
+16.0%
+27.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.0% | +1.8% | -2.8% | -1.6% |
| 30D | -1.7% | +32.0% | -33.7% | -13.7% |
| 3M | +16.7% | +87.0% | -70.3% | -13.4% |
| 6M | +26.9% | +180.1% | -153.2% | -22.8% |
| YTD | +27.1% | +284.1% | -257.0% | -33.1% |
| 1Y | +9.3% | +361.7% | -352.4% | -49.5% |
| 3Y | +42.3% | +15.9% | +26.4% | +11.8% |
| 5Y | -69.3% | -66.2% | -3.1% | -62.9% |
| All | +43.2% | +16.0% | +27.2% | +19.6% |
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