+18.8%
TXG vs ALLE
+71.7%
-52.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | +1.8% | -0.2% | +2.0% | +2.0% |
| 30D | +32.0% | -6.8% | +38.8% | +38.0% |
| 3M | +87.0% | +21.0% | +66.0% | +64.4% |
| 6M | +180.1% | +1.1% | +179.0% | +176.1% |
| YTD | +284.1% | -0.5% | +284.7% | +278.6% |
| 1Y | +361.7% | -7.3% | +368.9% | +376.1% |
| 3Y | +15.9% | +42.3% | -26.3% | -7.5% |
| 5Y | -66.2% | +13.5% | -79.6% | -71.6% |
| All | +18.8% | +71.7% | -52.9% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling