+384.5%
ALAB vs TXG
+80.0%
+304.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.5% | +3.3% |
| 7D | +9.6% | +9.1% | +0.5% | +6.8% |
| 30D | -5.3% | +14.9% | -20.1% | -9.4% |
| 3M | -12.0% | +120.0% | -132.0% | -30.7% |
| 6M | +145.7% | +221.8% | -76.1% | +72.6% |
| YTD | +80.7% | +312.6% | -231.9% | +17.1% |
| 1Y | +40.1% | +398.4% | -358.3% | -15.3% |
| All | +384.5% | +80.0% | +304.5% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling