+83.0%
AA vs TXG
+41.0%
+41.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.6% |
| 7D | -0.6% | +9.1% | -9.8% | -2.8% |
| 30D | -1.6% | +14.9% | -16.4% | -5.1% |
| 3M | -29.8% | +120.0% | -149.8% | -43.5% |
| 6M | -16.6% | +221.8% | -238.4% | -40.5% |
| YTD | -4.0% | +312.6% | -316.6% | -36.9% |
| 1Y | +63.5% | +398.4% | -334.9% | -0.1% |
| All | +83.0% | +41.0% | +41.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling