+70.8%
TXG vs ALC
+2.0%
+68.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.1% |
| 7D | -8.1% | -6.3% | -1.8% | -3.8% |
| 30D | -17.5% | +12.6% | -30.1% | -25.2% |
| 3M | +6.1% | -3.8% | +9.9% | +8.1% |
| 6M | +202.7% | +16.8% | +185.8% | +162.8% |
| YTD | +280.4% | -7.6% | +288.0% | +298.6% |
| 1Y | +274.0% | -5.9% | +279.9% | +284.5% |
| All | +70.8% | +2.0% | +68.8% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling