-29.2%
ALB vs TXG
+41.0%
-70.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.6% |
| 7D | -8.6% | +9.1% | -17.7% | -11.0% |
| 30D | -4.0% | +14.9% | -18.9% | -8.4% |
| 3M | -17.4% | +120.0% | -137.4% | -36.9% |
| 6M | -25.4% | +221.8% | -247.2% | -51.0% |
| YTD | -10.5% | +312.6% | -323.1% | -46.6% |
| 1Y | +75.8% | +398.4% | -322.6% | -5.1% |
| All | -29.2% | +41.0% | -70.3% | -40.8% |
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