+18.8%
TXG vs ALC
+20.5%
-1.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.8% |
| 7D | +1.8% | -2.1% | +3.9% | +3.5% |
| 30D | +32.0% | -0.1% | +32.1% | +32.4% |
| 3M | +87.0% | +5.9% | +81.1% | +77.3% |
| 6M | +180.1% | -15.9% | +196.0% | +218.1% |
| YTD | +284.1% | -10.1% | +294.2% | +313.6% |
| 1Y | +361.7% | -10.2% | +371.9% | +396.0% |
| 3Y | +15.9% | -13.6% | +29.5% | +27.5% |
| 5Y | -66.2% | -15.1% | -51.0% | -62.9% |
| All | +18.8% | +20.5% | -1.7% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling