+23.5%
ALAB vs TXG
+392.4%
-368.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -4.9% |
| 7D | +0.6% | +5.0% | -4.4% | -1.0% |
| 30D | -8.8% | +13.5% | -22.3% | -12.5% |
| 3M | -14.0% | +128.0% | -142.0% | -33.8% |
| 6M | +144.3% | +224.4% | -80.2% | +70.5% |
| YTD | +71.0% | +307.0% | -236.0% | +10.1% |
| 1Y | +23.5% | +427.2% | -403.7% | -28.7% |
| All | +23.5% | +392.4% | -368.9% | -28.7% |
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