+124.2%
ADP vs TXG
+9.4%
+114.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.9% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +11.6% | -17.7% | +29.3% | +12.6% |
| 3M | +15.1% | +2.3% | +12.7% | +13.3% |
| 6M | +46.0% | +182.5% | -136.5% | +29.9% |
| YTD | +22.4% | +262.4% | -240.0% | +5.3% |
| 1Y | +24.5% | +254.1% | -229.6% | +7.0% |
| 3Y | +44.8% | +66.6% | -21.8% | +29.2% |
| 5Y | +49.1% | -64.5% | +113.6% | +49.5% |
| All | +124.2% | +9.4% | +114.8% | +78.3% |
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