+162.7%
AFL vs TXG
+24.6%
+138.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.5% |
| 7D | -2.1% | +9.1% | -11.3% | -2.5% |
| 30D | -5.4% | +14.9% | -20.3% | -6.1% |
| 3M | -0.3% | +120.0% | -120.2% | -4.6% |
| 6M | +5.2% | +221.8% | -216.6% | -1.9% |
| YTD | +5.7% | +312.6% | -306.9% | -3.1% |
| 1Y | +10.2% | +398.4% | -388.2% | -0.7% |
| 3Y | +63.4% | +42.1% | +21.3% | +55.9% |
| 5Y | +133.0% | -63.5% | +196.5% | +139.1% |
| All | +162.7% | +24.6% | +138.1% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling