+19.4%
AMCR vs TXG
+24.6%
-5.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.0% |
| 7D | -6.3% | +9.1% | -15.4% | -7.2% |
| 30D | -7.1% | +14.9% | -22.0% | -8.6% |
| 3M | +12.7% | +120.0% | -107.3% | +2.8% |
| 6M | +5.2% | +221.8% | -216.7% | -8.2% |
| YTD | +8.1% | +312.6% | -304.5% | -8.3% |
| 1Y | +11.7% | +398.4% | -386.7% | -7.8% |
| 3Y | +9.9% | +42.1% | -32.2% | -0.9% |
| 5Y | -8.7% | -63.5% | +54.8% | -11.8% |
| All | +19.4% | +24.6% | -5.2% | -8.5% |
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 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