+125.7%
ADP vs TXG
+7.8%
+117.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.2% |
| 30D | +10.6% | -20.4% | +31.0% | +11.9% |
| 3M | +12.9% | +0.1% | +12.8% | +11.4% |
| 6M | +50.6% | +176.2% | -125.5% | +34.3% |
| YTD | +23.2% | +256.8% | -233.6% | +6.1% |
| 1Y | +25.3% | +255.9% | -230.6% | +7.6% |
| 3Y | +47.1% | +60.2% | -13.1% | +31.9% |
| 5Y | +50.1% | -65.1% | +115.1% | +50.6% |
| All | +125.7% | +7.8% | +117.9% | +79.7% |
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