+18.8%
TXG vs ALLY
+56.1%
-37.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +1.8% | +3.7% | -1.9% | +0.1% |
| 30D | +32.0% | -2.3% | +34.3% | +33.3% |
| 3M | +87.0% | +3.8% | +83.2% | +83.6% |
| 6M | +180.1% | +9.7% | +170.4% | +168.3% |
| YTD | +284.1% | -1.4% | +285.5% | +285.8% |
| 1Y | +361.7% | +8.2% | +353.4% | +342.4% |
| 3Y | +15.9% | +66.5% | -50.6% | -6.2% |
| 5Y | -66.2% | +1.2% | -67.4% | -68.9% |
| All | +18.8% | +56.1% | -37.4% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling