+125.3%
AA vs TXG
+22.9%
+102.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.5% |
| 7D | -5.4% | +5.0% | -10.4% | -6.5% |
| 30D | -10.7% | +13.5% | -24.2% | -13.5% |
| 3M | -26.2% | +128.0% | -154.2% | -40.6% |
| 6M | -20.9% | +224.4% | -245.4% | -42.7% |
| YTD | -8.6% | +307.0% | -315.6% | -37.8% |
| 1Y | +57.4% | +427.2% | -369.9% | -1.1% |
| 3Y | +77.8% | +40.2% | +37.7% | +42.6% |
| 5Y | +2.7% | -64.0% | +66.7% | -5.1% |
| All | +125.3% | +22.9% | +102.4% | +48.4% |
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 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