-4.0%
Z vs TXG
+20.5%
-24.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.7% | -5.9% | +0.7% |
| 7D | -5.2% | +5.5% | -10.7% | -6.9% |
| 30D | +5.7% | -19.3% | +25.1% | +11.0% |
| 3M | -8.7% | +25.0% | -33.8% | -19.2% |
| 6M | -26.0% | +201.2% | -227.1% | -53.0% |
| YTD | -55.0% | +298.8% | -353.9% | -74.8% |
| 1Y | -58.0% | +326.6% | -384.5% | -77.3% |
| 3Y | -15.2% | +78.3% | -93.5% | -43.6% |
| 5Y | -53.8% | -61.3% | +7.5% | -51.4% |
| All | -4.0% | +20.5% | -24.5% | -25.7% |
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