-1.4%
AMT vs TXG
+27.0%
-28.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +2.5% |
| 7D | +1.1% | +9.5% | -8.3% | +0.3% |
| 30D | +4.4% | +18.8% | -14.4% | +2.5% |
| 3M | -5.2% | +136.1% | -141.3% | -13.6% |
| 6M | -0.8% | +235.2% | -236.1% | -13.4% |
| YTD | +3.3% | +320.5% | -317.3% | -12.4% |
| 1Y | -6.0% | +425.2% | -431.2% | -22.9% |
| 3Y | +9.6% | +42.9% | -33.3% | +2.6% |
| 5Y | -29.2% | -62.8% | +33.6% | -25.6% |
| All | -1.4% | +27.0% | -28.4% | -21.1% |
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