+12.4%
TXG vs ALK
-40.2%
+52.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -15.4% | +9.0% | -24.5% | -18.4% |
| 30D | -22.1% | -1.6% | -20.5% | -22.2% |
| 3M | +30.0% | -23.2% | +53.2% | +40.8% |
| 6M | +160.7% | -3.9% | +164.6% | +158.6% |
| YTD | +263.5% | -22.6% | +286.0% | +285.3% |
| 1Y | +356.0% | -5.3% | +361.3% | +348.8% |
| 3Y | +53.4% | +18.6% | +34.8% | +40.2% |
| 5Y | -66.7% | -34.4% | -32.3% | -65.6% |
| All | +12.4% | -40.2% | +52.6% | +3.1% |
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