+24.4%
TXG vs ALLE
+70.5%
-46.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.1% |
| 7D | +9.4% | +2.8% | +6.6% | +7.4% |
| 30D | +26.1% | -7.6% | +33.7% | +32.5% |
| 3M | +124.8% | +22.8% | +102.0% | +95.6% |
| 6M | +215.2% | +4.6% | +210.6% | +203.9% |
| YTD | +302.2% | -1.2% | +303.4% | +298.1% |
| 1Y | +370.9% | -9.1% | +380.1% | +392.0% |
| 3Y | +38.5% | +50.0% | -11.5% | +7.4% |
| 5Y | -64.4% | +15.2% | -79.6% | -70.1% |
| All | +24.4% | +70.5% | -46.1% | -11.0% |
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