+103.0%
AG vs TXG
+27.0%
+75.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.3% | -3.6% |
| 7D | -6.7% | +9.5% | -16.2% | -8.6% |
| 30D | +2.2% | +18.8% | -16.6% | -1.4% |
| 3M | +15.7% | +136.1% | -120.4% | -3.4% |
| 6M | -23.8% | +235.2% | -259.0% | -41.0% |
| YTD | +17.6% | +320.5% | -302.9% | -12.6% |
| 1Y | +88.6% | +425.2% | -336.6% | +33.2% |
| 3Y | +253.4% | +42.9% | +210.5% | +197.6% |
| 5Y | +62.4% | -62.8% | +125.3% | +52.8% |
| All | +103.0% | +27.0% | +75.9% | +47.3% |
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