+257.6%
ALAB vs TXG
+55.6%
+202.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | +16.3% | -1.8% | +18.2% | +17.1% |
| 30D | -26.1% | -20.4% | -5.7% | -20.0% |
| 3M | -31.3% | +0.1% | -31.3% | -31.9% |
| 6M | -1.0% | +176.2% | -177.2% | -26.8% |
| YTD | +33.3% | +256.8% | -223.4% | -10.4% |
| 1Y | +53.5% | +255.9% | -202.4% | +2.7% |
| All | +257.6% | +55.6% | +202.0% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling