+44.9%
AUR vs TXG
+215.5%
-170.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.2% |
| 7D | +0.2% | +5.0% | -4.8% | -1.3% |
| 30D | -8.9% | +13.5% | -22.4% | -12.3% |
| 3M | +4.6% | +128.0% | -123.4% | -20.7% |
| 6M | +44.9% | +224.4% | -179.6% | -5.0% |
| All | +44.9% | +215.5% | -170.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling