+27.6%
TXG vs ALC
+16.9%
+10.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.4% |
| 7D | +9.1% | -5.3% | +14.4% | +13.8% |
| 30D | +14.9% | -7.1% | +22.0% | +21.3% |
| 3M | +120.0% | +0.8% | +119.2% | +116.5% |
| 6M | +221.8% | -16.0% | +237.8% | +264.7% |
| YTD | +312.6% | -12.7% | +325.3% | +354.2% |
| 1Y | +398.4% | -12.8% | +411.3% | +447.2% |
| 3Y | +42.1% | -15.8% | +57.9% | +59.5% |
| 5Y | -63.5% | -16.7% | -46.8% | -59.2% |
| All | +27.6% | +16.9% | +10.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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