+199.0%
ALNY vs TXG
+27.0%
+172.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | -0.1% |
| 7D | -6.5% | +9.5% | -16.0% | -8.1% |
| 30D | +11.0% | +18.8% | -7.7% | +7.5% |
| 3M | -14.1% | +136.1% | -150.2% | -27.9% |
| 6M | -22.4% | +235.2% | -257.6% | -39.7% |
| YTD | -37.5% | +320.5% | -358.0% | -53.7% |
| 1Y | -46.9% | +425.2% | -472.1% | -63.0% |
| 3Y | +22.1% | +42.9% | -20.8% | +3.5% |
| 5Y | +31.2% | -62.8% | +94.0% | +35.7% |
| All | +199.0% | +27.0% | +172.0% | +148.5% |
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