-64.8%
Z vs TXG
-66.1%
+1.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -3.0% | +1.8% | -4.8% | -3.5% |
| 30D | -4.2% | +32.0% | -36.2% | -13.3% |
| 3M | -3.7% | +87.0% | -90.7% | -24.0% |
| 6M | -24.5% | +180.1% | -204.6% | -49.0% |
| YTD | -49.3% | +284.1% | -333.4% | -69.7% |
| 1Y | -58.7% | +361.7% | -420.4% | -77.6% |
| 3Y | -34.1% | +15.9% | -50.1% | -44.1% |
| All | -64.8% | -66.1% | +1.2% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling