+11.4%
AMCR vs TXG
+372.5%
-361.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.3% | +1.8% | -5.1% | -3.5% |
| 30D | -5.4% | +32.0% | -37.5% | -8.7% |
| 3M | +20.0% | +87.0% | -67.1% | +10.1% |
| 6M | 0.0% | +180.1% | -180.0% | -13.3% |
| YTD | +11.5% | +284.1% | -272.6% | -5.2% |
| 1Y | +11.4% | +361.7% | -350.3% | -7.5% |
| All | +11.4% | +372.5% | -361.1% | -7.5% |
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 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