-34.0%
Z vs TXG
+17.1%
-51.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | -4.2% | +32.0% | -36.2% | -10.8% |
| 3M | -3.7% | +87.0% | -90.7% | -18.8% |
| 6M | -24.5% | +180.1% | -204.6% | -43.1% |
| YTD | -49.3% | +284.1% | -333.4% | -65.0% |
| 1Y | -58.7% | +361.7% | -420.4% | -73.4% |
| All | -34.0% | +17.1% | -51.1% | -37.9% |
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