+61.5%
ALB vs TXG
+372.5%
-311.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -8.1% | +1.8% | -9.9% | -8.4% |
| 30D | +6.3% | +32.0% | -25.7% | +0.8% |
| 3M | -23.6% | +87.0% | -110.6% | -32.2% |
| 6M | -24.6% | +180.1% | -204.7% | -39.2% |
| YTD | -10.3% | +284.1% | -294.4% | -32.9% |
| 1Y | +61.5% | +361.7% | -300.2% | +10.3% |
| All | +61.5% | +372.5% | -311.0% | +10.3% |
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