-7.8%
Z vs TXG
+14.9%
-22.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.1% |
| 7D | -13.1% | -8.1% | -5.0% | -10.7% |
| 30D | +5.9% | -17.5% | +23.3% | +10.3% |
| 3M | -13.7% | +6.1% | -19.8% | -19.0% |
| 6M | -27.1% | +202.7% | -229.8% | -53.9% |
| YTD | -56.8% | +280.4% | -337.2% | -75.4% |
| 1Y | -60.2% | +274.0% | -334.2% | -77.4% |
| 3Y | -19.7% | +74.9% | -94.6% | -46.4% |
| 5Y | -53.7% | -63.0% | +9.4% | -50.5% |
| All | -7.8% | +14.9% | -22.7% | -27.5% |
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