+93.4%
ADP vs TXG
+22.9%
+70.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.9% |
| 7D | -5.7% | +5.0% | -10.7% | -6.1% |
| 30D | -1.4% | +13.5% | -14.9% | -2.6% |
| 3M | +16.6% | +128.0% | -111.5% | +7.4% |
| 6M | +24.9% | +224.4% | -199.5% | +10.5% |
| YTD | +5.6% | +307.0% | -301.4% | -9.0% |
| 1Y | -6.0% | +427.2% | -433.3% | -21.8% |
| 3Y | +14.5% | +40.2% | -25.7% | +5.9% |
| 5Y | +47.9% | -64.0% | +111.9% | +49.8% |
| All | +93.4% | +22.9% | +70.5% | +54.1% |
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