+133.7%
AFL vs TXG
-62.8%
+196.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.6% |
| 7D | -1.6% | +9.5% | -11.1% | -1.9% |
| 30D | -4.0% | +18.8% | -22.8% | -4.6% |
| 3M | -0.5% | +136.1% | -136.6% | -4.0% |
| 6M | +6.5% | +235.2% | -228.7% | +0.8% |
| YTD | +6.2% | +320.5% | -314.4% | -0.8% |
| 1Y | +8.3% | +425.2% | -416.9% | -0.4% |
| 3Y | +62.5% | +42.9% | +19.6% | +57.1% |
| All | +133.7% | -62.8% | +196.5% | +135.0% |
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