+92.2%
ALB vs TXG
+22.9%
+69.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.6% |
| 7D | -7.6% | +5.0% | -12.6% | -8.9% |
| 30D | -5.6% | +13.5% | -19.1% | -9.5% |
| 3M | -16.8% | +128.0% | -144.9% | -36.7% |
| 6M | -26.3% | +224.4% | -250.7% | -50.8% |
| YTD | -13.2% | +307.0% | -320.2% | -46.3% |
| 1Y | +68.8% | +427.2% | -358.4% | -6.2% |
| 3Y | -30.7% | +40.2% | -70.8% | -46.7% |
| 5Y | -46.3% | -64.0% | +17.8% | -45.8% |
| All | +92.2% | +22.9% | +69.3% | +37.4% |
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 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