-67.2%
TXG vs ALLY
+1.6%
-68.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +1.8% | +3.7% | -1.9% | -0.8% |
| 30D | +32.0% | -2.3% | +34.3% | +33.9% |
| 3M | +87.0% | +3.8% | +83.2% | +81.4% |
| 6M | +180.1% | +9.7% | +170.4% | +160.7% |
| YTD | +284.1% | -1.4% | +285.5% | +284.9% |
| 1Y | +361.7% | +8.2% | +353.4% | +328.1% |
| 3Y | +15.9% | +66.5% | -50.6% | -21.7% |
| All | -67.2% | +1.6% | -68.8% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling