+254.1%
TXG vs ALK
-7.4%
+261.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | +0.1% | -3.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.7% |
| 30D | -17.7% | +3.3% | -21.0% | -18.6% |
| 3M | +2.3% | -17.6% | +19.9% | +10.2% |
| 6M | +182.5% | +0.8% | +181.7% | +175.4% |
| YTD | +262.4% | -22.4% | +284.7% | +277.0% |
| 1Y | +254.1% | -10.1% | +264.2% | +258.2% |
| All | +254.1% | -7.4% | +261.5% | +258.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling