-3.8%
AS vs TXG
+256.0%
-259.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.4% |
| 7D | -3.6% | +1.8% | -5.4% | -3.7% |
| 30D | +3.4% | -17.7% | +21.1% | +4.5% |
| 3M | -8.6% | +2.3% | -10.9% | -11.4% |
| 6M | -10.0% | +182.5% | -192.5% | -29.1% |
| YTD | -19.2% | +262.4% | -281.5% | -37.9% |
| 1Y | -3.8% | +254.1% | -257.9% | -26.0% |
| All | -3.8% | +256.0% | -259.8% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling