+268.0%
ADI vs TXG
+27.0%
+241.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.5% | +4.2% |
| 7D | +4.6% | +9.5% | -4.9% | +2.6% |
| 30D | -1.2% | +18.8% | -19.9% | -4.8% |
| 3M | -7.8% | +136.1% | -143.9% | -23.7% |
| 6M | +19.3% | +235.2% | -215.9% | -9.2% |
| YTD | +40.9% | +320.5% | -279.6% | +1.3% |
| 1Y | +54.5% | +425.2% | -370.7% | +4.1% |
| 3Y | +123.4% | +42.9% | +80.5% | +82.6% |
| 5Y | +142.3% | -62.8% | +205.1% | +138.0% |
| All | +268.0% | +27.0% | +241.0% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling