+425.2%
TXG vs ALC
-14.7%
+439.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.8% |
| 7D | +9.5% | -6.3% | +15.8% | +13.7% |
| 30D | +18.8% | -10.3% | +29.0% | +26.4% |
| 3M | +136.1% | -0.7% | +136.8% | +134.6% |
| 6M | +235.2% | -17.8% | +253.1% | +284.1% |
| YTD | +320.5% | -15.8% | +336.3% | +373.5% |
| 1Y | +425.2% | -16.7% | +441.9% | +527.2% |
| All | +425.2% | -14.7% | +439.9% | +527.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling