-99.9%
AMIX vs TXG
+37.3%
-137.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -16.0% | -15.4% | -0.6% | -15.0% |
| 30D | -55.4% | -22.1% | -33.3% | -54.6% |
| 3M | -87.5% | +30.0% | -117.5% | -87.8% |
| 6M | -81.2% | +160.7% | -241.9% | -82.2% |
| YTD | -86.8% | +263.5% | -350.3% | -87.6% |
| 1Y | -91.6% | +356.0% | -447.6% | -91.9% |
| All | -99.9% | +37.3% | -137.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling