+115.3%
ADI vs TXG
+41.0%
+74.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | +2.6% | +9.1% | -6.5% | +0.9% |
| 30D | -4.6% | +14.9% | -19.5% | -7.4% |
| 3M | -9.5% | +120.0% | -129.5% | -23.4% |
| 6M | +14.8% | +221.8% | -207.0% | -10.9% |
| YTD | +35.8% | +312.6% | -276.8% | -0.7% |
| 1Y | +48.9% | +398.4% | -349.5% | +2.5% |
| All | +115.3% | +41.0% | +74.3% | +70.0% |
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