+120.4%
AS vs TXG
+49.5%
+70.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | -4.9% | +1.8% | -6.7% | -5.3% |
| 30D | -19.6% | +32.0% | -51.6% | -24.9% |
| 3M | -14.4% | +87.0% | -101.4% | -27.1% |
| 6M | -20.1% | +180.1% | -200.2% | -38.8% |
| YTD | -20.9% | +284.1% | -305.1% | -44.4% |
| 1Y | -21.9% | +361.7% | -383.5% | -48.6% |
| All | +120.4% | +49.5% | +70.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling