+2.7%
AA vs TXG
-64.0%
+66.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.4% |
| 7D | -5.4% | +5.0% | -10.4% | -6.6% |
| 30D | -10.7% | +13.5% | -24.2% | -13.8% |
| 3M | -26.2% | +128.0% | -154.2% | -41.6% |
| 6M | -20.9% | +224.4% | -245.4% | -44.2% |
| YTD | -8.6% | +307.0% | -315.6% | -40.0% |
| 1Y | +57.4% | +427.2% | -369.9% | -5.5% |
| 3Y | +77.8% | +40.2% | +37.7% | +41.3% |
| 5Y | +2.7% | -64.0% | +66.7% | -16.2% |
| All | +2.7% | -64.0% | +66.7% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling