+18.8%
TXG vs ALK
-35.4%
+54.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +32.0% | -19.2% | +51.2% | +41.8% |
| 3M | +87.0% | -1.5% | +88.5% | +86.3% |
| 6M | +180.1% | -13.1% | +193.1% | +190.1% |
| YTD | +284.1% | -16.4% | +300.5% | +300.0% |
| 1Y | +361.7% | -33.1% | +394.7% | +415.9% |
| 3Y | +15.9% | +0.6% | +15.3% | +11.1% |
| 5Y | -66.2% | -26.4% | -39.8% | -65.8% |
| All | +18.8% | -35.4% | +54.2% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling