+365.7%
ALAB vs TXG
+75.4%
+290.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.7% | -11.7% | -8.3% |
| 7D | +3.2% | +9.4% | -6.2% | +0.4% |
| 30D | -13.6% | +26.1% | -39.6% | -19.9% |
| 3M | -16.6% | +124.8% | -141.4% | -34.7% |
| 6M | +142.3% | +215.2% | -72.9% | +71.2% |
| YTD | +73.6% | +302.2% | -228.6% | +13.3% |
| 1Y | +33.7% | +370.9% | -337.3% | -17.9% |
| All | +365.7% | +75.4% | +290.2% | +208.4% |
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