-55.7%
TXG vs ABCL
-81.2%
+25.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +9.4% | +1.4% | +8.0% | +8.8% |
| 30D | +26.1% | +65.1% | -39.0% | +0.6% |
| 3M | +124.8% | +111.1% | +13.7% | +59.4% |
| 6M | +215.2% | +231.6% | -16.4% | +81.8% |
| YTD | +302.2% | +234.5% | +67.7% | +128.1% |
| 1Y | +370.9% | +174.3% | +196.6% | +180.1% |
| 3Y | +38.5% | +111.5% | -72.9% | -17.8% |
| 5Y | -64.4% | -37.3% | -27.1% | -69.9% |
| All | -55.7% | -81.2% | +25.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling