-66.0%
TXG vs ALLY
-9.5%
-56.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.4% |
| 7D | -15.4% | +0.9% | -16.4% | -16.2% |
| 30D | -22.1% | +3.1% | -25.2% | -24.0% |
| 3M | +30.0% | -12.6% | +42.6% | +42.6% |
| 6M | +160.7% | -12.4% | +173.1% | +185.0% |
| YTD | +263.5% | -13.2% | +276.6% | +298.4% |
| 1Y | +356.0% | +1.8% | +354.2% | +341.1% |
| 3Y | +53.4% | +58.0% | -4.6% | +5.8% |
| All | -66.0% | -9.5% | -56.5% | -64.4% |
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