-6.8%
Z vs TXG
+7.8%
-14.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +0.8% | -1.8% | +2.7% | +1.4% |
| 30D | +5.2% | -20.4% | +25.6% | +10.9% |
| 3M | -17.0% | +0.1% | -17.1% | -20.8% |
| 6M | -22.7% | +176.2% | -198.8% | -49.6% |
| YTD | -56.3% | +256.8% | -313.1% | -74.6% |
| 1Y | -57.7% | +255.9% | -313.6% | -75.6% |
| 3Y | -16.5% | +60.2% | -76.8% | -42.6% |
| 5Y | -53.4% | -65.1% | +11.7% | -49.3% |
| All | -6.8% | +7.8% | -14.5% | -25.2% |
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