-57.7%
TXG vs ABCL
-81.3%
+23.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +32.0% | +93.1% | -61.1% | -1.3% |
| 3M | +87.0% | +79.4% | +7.6% | +41.7% |
| 6M | +180.1% | +214.9% | -34.8% | +65.0% |
| YTD | +284.1% | +234.2% | +49.9% | +117.9% |
| 1Y | +361.7% | +174.8% | +186.9% | +174.5% |
| 3Y | +15.9% | +104.5% | -88.6% | -30.2% |
| 5Y | -66.2% | -39.0% | -27.2% | -71.2% |
| All | -57.7% | -81.3% | +23.6% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling