+19.2%
TXG vs ALLY
+35.7%
-16.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.2% |
| 30D | -22.0% | +1.1% | -23.1% | -22.4% |
| 3M | +7.4% | -13.2% | +20.6% | +14.5% |
| 6M | +191.2% | -13.5% | +204.7% | +210.7% |
| YTD | +285.7% | -14.3% | +299.9% | +313.1% |
| 1Y | +268.3% | -1.1% | +269.4% | +268.2% |
| 3Y | +77.3% | +62.0% | +15.3% | +46.4% |
| 5Y | -62.3% | -9.6% | -52.7% | -63.2% |
| All | +19.2% | +35.7% | -16.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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