+115.3%
AG vs TXG
+21.5%
+93.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.8% | -2.1% |
| 7D | +4.5% | +9.4% | -4.9% | +2.5% |
| 30D | +12.9% | +26.1% | -13.2% | +7.5% |
| 3M | +20.9% | +124.8% | -103.9% | +2.0% |
| 6M | -19.5% | +215.2% | -234.8% | -36.9% |
| YTD | +24.8% | +302.2% | -277.4% | -6.4% |
| 1Y | +120.2% | +370.9% | -250.7% | +58.8% |
| 3Y | +279.0% | +38.5% | +240.5% | +221.5% |
| 5Y | +67.9% | -64.4% | +132.3% | +59.4% |
| All | +115.3% | +21.5% | +93.8% | +57.8% |
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