+7.7%
AS vs TXG
+314.1%
-306.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.7% | -6.6% | +2.3% |
| 7D | +5.8% | +5.5% | +0.3% | +5.3% |
| 30D | +15.4% | -19.3% | +34.7% | +17.0% |
| 3M | -11.9% | +25.0% | -36.9% | -16.7% |
| 6M | -9.9% | +201.2% | -211.1% | -29.0% |
| YTD | -13.1% | +298.8% | -311.9% | -33.7% |
| All | +7.7% | +314.1% | -306.4% | -17.5% |
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