+23.3%
TXG vs ALLE
+108.9%
-85.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.8% | +7.0% | +8.0% |
| 7D | +5.5% | -0.6% | +6.2% | +6.3% |
| 30D | -19.3% | +26.6% | -46.0% | -31.1% |
| 3M | +25.0% | +13.2% | +11.8% | +14.4% |
| 6M | +201.2% | +42.9% | +158.3% | +135.9% |
| YTD | +298.8% | +21.0% | +277.8% | +243.6% |
| 1Y | +326.6% | +15.2% | +311.4% | +279.0% |
| 3Y | +78.3% | +95.6% | -17.3% | +16.0% |
| 5Y | -61.3% | +53.4% | -114.7% | -72.3% |
| All | +23.3% | +108.9% | -85.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling