+6.4%
AMT vs TXG
+9.4%
-3.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | +0.2% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | +5.8% | -17.7% | +23.5% | +7.0% |
| 3M | +12.6% | +2.3% | +10.2% | +10.9% |
| 6M | +8.3% | +182.5% | -174.2% | -4.5% |
| YTD | +11.4% | +262.4% | -250.9% | -5.2% |
| 1Y | +7.7% | +254.1% | -246.4% | -8.4% |
| 3Y | +14.8% | +66.6% | -51.8% | +3.3% |
| 5Y | -18.0% | -64.5% | +46.6% | -14.4% |
| All | +6.4% | +9.4% | -3.0% | -14.7% |
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