+85.9%
AA vs TXG
+7.8%
+78.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | +0.5% | -1.8% | +2.3% | +0.9% |
| 30D | -0.6% | -20.4% | +19.8% | +3.9% |
| 3M | -19.7% | +0.1% | -19.7% | -21.6% |
| 6M | -41.6% | +176.2% | -217.8% | -56.4% |
| YTD | -24.6% | +256.8% | -281.4% | -48.3% |
| 1Y | +4.9% | +255.9% | -251.0% | -28.4% |
| 3Y | +66.8% | +60.2% | +6.6% | +27.4% |
| 5Y | -19.4% | -65.1% | +45.7% | -25.9% |
| All | +85.9% | +7.8% | +78.1% | +23.5% |
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 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