+4.9%
AA vs TXG
+254.8%
-249.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | -0.6% | -20.4% | +19.8% | +2.2% |
| 3M | -19.7% | +0.1% | -19.7% | -20.9% |
| 6M | -41.6% | +176.2% | -217.8% | -49.7% |
| YTD | -24.6% | +256.8% | -281.4% | -39.1% |
| 1Y | +4.9% | +255.9% | -251.0% | -15.4% |
| All | +4.9% | +254.8% | -249.9% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling