+27.6%
TXG vs ALK
-38.0%
+65.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +9.1% | -3.0% | +12.1% | +10.2% |
| 30D | +14.9% | -14.6% | +29.5% | +21.2% |
| 3M | +120.0% | -10.6% | +130.5% | +126.7% |
| 6M | +221.8% | -6.7% | +228.5% | +225.4% |
| YTD | +312.6% | -19.8% | +332.3% | +335.6% |
| 1Y | +398.4% | -35.2% | +433.7% | +463.0% |
| 3Y | +42.1% | +1.4% | +40.7% | +36.4% |
| 5Y | -63.5% | -30.7% | -32.8% | -62.5% |
| All | +27.6% | -38.0% | +65.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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