+370.9%
TXG vs ALK
-35.5%
+406.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.9% |
| 7D | +9.4% | +0.1% | +9.2% | +9.2% |
| 30D | +26.1% | -18.5% | +44.5% | +36.0% |
| 3M | +124.8% | -3.6% | +128.4% | +125.5% |
| 6M | +215.2% | -3.7% | +218.9% | +211.4% |
| YTD | +302.2% | -19.0% | +321.2% | +314.3% |
| 1Y | +370.9% | -36.0% | +407.0% | +278.4% |
| All | +370.9% | -35.5% | +406.4% | +278.4% |
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