-18.3%
AMRZ vs TXG
+514.8%
-533.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.0% | -4.7% |
| 7D | -2.0% | +9.4% | -11.4% | -2.9% |
| 30D | -9.8% | +26.1% | -35.9% | -12.2% |
| 3M | -17.2% | +124.8% | -142.0% | -25.4% |
| 6M | -26.9% | +215.2% | -242.2% | -36.6% |
| YTD | -21.5% | +302.2% | -323.7% | -33.0% |
| 1Y | -22.9% | +370.9% | -393.8% | -35.6% |
| All | -18.3% | +514.8% | -533.1% | -31.0% |
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