-21.0%
Z vs TXG
+73.9%
-95.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.8% |
| 7D | -6.5% | -3.7% | -2.8% | -5.6% |
| 30D | -0.1% | -22.0% | +21.9% | +4.0% |
| 3M | -14.1% | +7.4% | -21.5% | -18.1% |
| 6M | -30.1% | +191.2% | -221.3% | -48.7% |
| YTD | -57.5% | +285.7% | -343.2% | -71.3% |
| 1Y | -60.3% | +268.3% | -328.6% | -73.1% |
| 3Y | -21.0% | +77.3% | -98.3% | -36.5% |
| All | -21.0% | +73.9% | -95.0% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling