+133.1%
AA vs TXG
+16.0%
+117.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +5.0% | +32.0% | -27.0% | -2.2% |
| 3M | -35.8% | +87.0% | -122.8% | -45.7% |
| 6M | -18.4% | +180.1% | -198.5% | -38.6% |
| YTD | -5.5% | +284.1% | -289.6% | -34.8% |
| 1Y | +61.0% | +361.7% | -300.7% | +4.4% |
| 3Y | +66.2% | +15.9% | +50.3% | +39.4% |
| 5Y | +11.4% | -66.2% | +77.6% | +4.5% |
| All | +133.1% | +16.0% | +117.1% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling