+134.9%
AS vs TXG
+41.4%
+93.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | +6.9% | -15.4% | +22.4% | +9.7% |
| 30D | +16.0% | -22.1% | +38.1% | +20.0% |
| 3M | -12.8% | +30.0% | -42.8% | -20.7% |
| 6M | -15.4% | +160.7% | -176.1% | -35.7% |
| YTD | -15.7% | +263.5% | -279.2% | -41.7% |
| 1Y | +6.1% | +356.0% | -349.9% | -31.5% |
| All | +134.9% | +41.4% | +93.4% | +108.1% |
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 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