+398.4%
TXG vs ABCL
+164.4%
+234.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.7% |
| 7D | +9.1% | -2.7% | +11.9% | +10.1% |
| 30D | +14.9% | +18.3% | -3.4% | +7.7% |
| 3M | +120.0% | +108.5% | +11.5% | +65.5% |
| 6M | +221.8% | +213.9% | +7.9% | +105.1% |
| YTD | +312.6% | +223.1% | +89.5% | +158.5% |
| 1Y | +398.4% | +160.6% | +237.8% | +221.5% |
| All | +398.4% | +164.4% | +234.1% | +221.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling