+47.7%
ALB vs TXG
+7.8%
+40.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -5.8% | -1.8% | -3.9% | -5.4% |
| 30D | -4.5% | -20.4% | +15.9% | +0.2% |
| 3M | -28.1% | +0.1% | -28.1% | -30.9% |
| 6M | -53.2% | +176.2% | -229.4% | -67.8% |
| YTD | -33.3% | +256.8% | -290.1% | -58.6% |
| 1Y | -17.4% | +255.9% | -273.3% | -49.3% |
| 3Y | -14.1% | +60.2% | -74.3% | -38.5% |
| 5Y | -64.0% | -65.1% | +1.0% | -64.4% |
| All | +47.7% | +7.8% | +40.0% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling