+50.6%
AA vs TXG
+453.6%
-403.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.7% |
| 7D | -3.4% | +9.5% | -12.9% | -5.1% |
| 30D | -5.8% | +18.8% | -24.5% | -8.9% |
| 3M | -29.9% | +136.1% | -166.0% | -40.4% |
| 6M | -27.0% | +235.2% | -262.3% | -42.8% |
| YTD | -8.7% | +320.5% | -329.3% | -33.5% |
| 1Y | +50.6% | +425.2% | -374.6% | -2.6% |
| All | +50.6% | +453.6% | -403.0% | -2.6% |
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