+446.2%
TXG vs ADVB
-88.3%
+534.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.8% | -3.8% | +5.6% | +1.8% |
| 30D | +32.0% | +17.6% | +14.4% | +31.9% |
| 3M | +87.0% | +119.1% | -32.1% | +86.7% |
| 6M | +180.1% | +103.4% | +76.7% | +177.7% |
| YTD | +284.1% | +59.8% | +224.3% | +283.9% |
| 1Y | +361.7% | +8.5% | +353.1% | +355.3% |
| All | +446.2% | -88.3% | +534.5% | +667.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling