-41.3%
ALNY vs TXG
+372.5%
-413.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +12.2% | +1.8% | +10.4% | +12.1% |
| 30D | +16.3% | +32.0% | -15.7% | +14.1% |
| 3M | -12.4% | +87.0% | -99.4% | -17.9% |
| 6M | -18.7% | +180.1% | -198.8% | -27.9% |
| YTD | -33.1% | +284.1% | -317.2% | -41.8% |
| 1Y | -41.3% | +361.7% | -403.0% | -49.7% |
| All | -41.3% | +372.5% | -413.8% | -49.7% |
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