+131.1%
ADI vs TXG
-64.0%
+195.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | +1.3% | +5.0% | -3.7% | +0.3% |
| 30D | -6.0% | +13.5% | -19.5% | -8.6% |
| 3M | -7.7% | +128.0% | -135.8% | -23.1% |
| 6M | +14.0% | +224.4% | -210.5% | -12.9% |
| YTD | +34.4% | +307.0% | -272.6% | -2.9% |
| 1Y | +48.0% | +427.2% | -379.3% | -0.9% |
| 3Y | +113.3% | +40.2% | +73.1% | +74.4% |
| 5Y | +131.1% | -64.0% | +195.1% | +110.4% |
| All | +131.1% | -64.0% | +195.1% | +110.4% |
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