-20.2%
AMRZ vs TXG
+445.4%
-465.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | -2.1% | -1.8% | -0.3% | -2.0% |
| 30D | +13.0% | -20.4% | +33.4% | +14.5% |
| 3M | -12.1% | +0.1% | -12.2% | -13.6% |
| 6M | -19.1% | +176.2% | -195.3% | -29.8% |
| YTD | -23.3% | +256.8% | -280.0% | -34.7% |
| 1Y | -16.6% | +255.9% | -272.5% | -29.3% |
| All | -20.2% | +445.4% | -465.5% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling