-18.5%
AMRZ vs TXG
+455.6%
-474.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | +1.2% | -15.4% | +16.6% | +2.3% |
| 30D | +15.1% | -22.1% | +37.2% | +16.8% |
| 3M | -18.1% | +30.0% | -48.1% | -21.8% |
| 6M | -23.5% | +160.7% | -184.1% | -33.2% |
| YTD | -21.6% | +263.5% | -285.1% | -33.4% |
| 1Y | -14.7% | +356.0% | -370.7% | -29.2% |
| All | -18.5% | +455.6% | -474.0% | -31.4% |
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