+252.9%
ADI vs TXG
+21.5%
+231.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.7% |
| 7D | +2.4% | +9.4% | -6.9% | +0.6% |
| 30D | -6.6% | +26.1% | -32.7% | -11.3% |
| 3M | -9.8% | +124.8% | -134.6% | -24.6% |
| 6M | +15.7% | +215.2% | -199.6% | -10.9% |
| YTD | +35.1% | +302.2% | -267.1% | -1.9% |
| 1Y | +47.7% | +370.9% | -323.2% | +1.7% |
| 3Y | +114.5% | +38.5% | +75.9% | +76.4% |
| 5Y | +141.2% | -64.4% | +205.6% | +139.0% |
| All | +252.9% | +21.5% | +231.4% | +166.4% |
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 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