+137.8%
AS vs TXG
+50.1%
+87.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.2% |
| 7D | +4.5% | -3.7% | +8.2% | +5.0% |
| 30D | +13.2% | -22.0% | +35.2% | +17.2% |
| 3M | -11.9% | +7.4% | -19.3% | -15.9% |
| 6M | -11.6% | +191.2% | -202.8% | -34.4% |
| YTD | -14.7% | +285.7% | -300.4% | -41.7% |
| 1Y | +5.7% | +268.3% | -262.6% | -27.3% |
| All | +137.8% | +50.1% | +87.7% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling