+369.5%
ALAB vs TXG
+83.4%
+286.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.4% |
| 7D | -6.2% | +9.5% | -15.7% | -8.6% |
| 30D | -8.7% | +18.8% | -27.4% | -13.4% |
| 3M | -20.7% | +136.1% | -156.9% | -38.8% |
| 6M | +133.5% | +235.2% | -101.7% | +62.2% |
| YTD | +75.1% | +320.5% | -245.5% | +12.8% |
| 1Y | +25.0% | +425.2% | -400.2% | -25.3% |
| All | +369.5% | +83.4% | +286.0% | +207.1% |
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