+370.9%
TXG vs ADVB
+10.9%
+360.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +4.6% |
| 7D | +9.4% | -14.0% | +23.4% | +8.8% |
| 30D | +26.1% | +41.0% | -14.9% | +27.5% |
| 3M | +124.8% | +127.9% | -3.1% | +138.5% |
| 6M | +215.2% | +101.3% | +113.9% | +237.6% |
| YTD | +302.2% | +53.8% | +248.4% | +325.4% |
| 1Y | +370.9% | +4.4% | +366.5% | +375.4% |
| All | +370.9% | +10.9% | +360.1% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADVB 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling