+53.4%
TXG vs ALK
+16.0%
+37.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -15.4% | +9.0% | -24.5% | -19.4% |
| 30D | -22.1% | -1.6% | -20.5% | -22.2% |
| 3M | +30.0% | -23.2% | +53.2% | +45.6% |
| 6M | +160.7% | -3.9% | +164.6% | +156.1% |
| YTD | +263.5% | -22.6% | +286.0% | +291.5% |
| 1Y | +356.0% | -5.3% | +361.3% | +335.1% |
| 3Y | +53.4% | +18.6% | +34.8% | +21.5% |
| All | +53.4% | +16.0% | +37.4% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling