+471.9%
TXG vs ADVB
-88.8%
+560.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +4.7% |
| 7D | +9.4% | -14.0% | +23.4% | +9.3% |
| 30D | +26.1% | +41.0% | -14.9% | +26.1% |
| 3M | +124.8% | +127.9% | -3.1% | +124.2% |
| 6M | +215.2% | +101.3% | +113.9% | +212.2% |
| YTD | +302.2% | +53.8% | +248.4% | +301.9% |
| 1Y | +370.9% | +4.4% | +366.5% | +364.4% |
| All | +471.9% | -88.8% | +560.7% | +703.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling