+197.6%
ALNY vs TXG
+22.9%
+174.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -6.4% | +5.0% | -11.4% | -7.3% |
| 30D | +11.9% | +13.5% | -1.6% | +9.2% |
| 3M | -15.0% | +128.0% | -143.0% | -28.3% |
| 6M | -23.2% | +224.4% | -247.7% | -40.0% |
| YTD | -37.8% | +307.0% | -344.7% | -53.6% |
| 1Y | -47.3% | +427.2% | -474.5% | -63.3% |
| 3Y | +22.9% | +40.2% | -17.3% | +4.4% |
| 5Y | +30.6% | -64.0% | +94.6% | +35.8% |
| All | +197.6% | +22.9% | +174.7% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling