+5.2%
AFL vs TXG
+228.4%
-223.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.2% |
| 7D | -2.1% | +9.1% | -11.3% | -1.4% |
| 30D | -5.4% | +14.9% | -20.3% | -4.2% |
| 3M | -0.3% | +120.0% | -120.2% | +4.9% |
| 6M | +5.2% | +221.8% | -216.6% | +11.0% |
| All | +5.2% | +228.4% | -223.2% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling