-19.4%
AS vs TXG
+345.6%
-365.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | -4.9% | +1.8% | -6.7% | -5.1% |
| 30D | -19.6% | +32.0% | -51.6% | -22.9% |
| 3M | -14.4% | +87.0% | -101.4% | -22.9% |
| 6M | -20.1% | +180.1% | -200.2% | -32.9% |
| YTD | -20.9% | +284.1% | -305.1% | -35.9% |
| All | -19.4% | +345.6% | -365.0% | -35.5% |
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