+65.2%
ALAB vs TXG
+372.5%
-307.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.7% | +10.0% |
| 7D | +7.2% | +1.8% | +5.4% | +6.7% |
| 30D | -2.5% | +32.0% | -34.5% | -11.4% |
| 3M | -13.3% | +87.0% | -100.3% | -28.6% |
| 6M | +172.8% | +180.1% | -7.2% | +102.8% |
| YTD | +86.6% | +284.1% | -197.5% | +26.8% |
| 1Y | +65.2% | +361.7% | -296.5% | +4.0% |
| All | +65.2% | +372.5% | -307.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling