-7.5%
Z vs TXG
+9.8%
-17.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.1% |
| 7D | -4.6% | -15.4% | +10.9% | +0.1% |
| 30D | +8.3% | -22.1% | +30.4% | +15.0% |
| 3M | -11.6% | +30.0% | -41.6% | -23.1% |
| 6M | -33.6% | +160.7% | -194.3% | -55.8% |
| YTD | -56.7% | +263.5% | -320.1% | -74.9% |
| 1Y | -59.1% | +356.0% | -415.1% | -78.6% |
| 3Y | -20.4% | +53.4% | -73.7% | -44.1% |
| 5Y | -55.3% | -66.7% | +11.4% | -50.5% |
| All | -7.5% | +9.8% | -17.3% | -26.2% |
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