+123.4%
AS vs TXG
+38.8%
+84.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -4.9% | -1.8% | -3.0% | -4.6% |
| 30D | +3.9% | -20.4% | +24.3% | +7.1% |
| 3M | -9.6% | +0.1% | -9.7% | -12.6% |
| 6M | -8.7% | +176.2% | -184.8% | -31.7% |
| YTD | -19.8% | +256.8% | -276.6% | -44.4% |
| 1Y | -1.5% | +255.9% | -257.4% | -32.1% |
| All | +123.4% | +38.8% | +84.6% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling