+10.3%
TXG vs ALM
+538.7%
-528.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.3% | -2.3% |
| 7D | -1.8% | +1.2% | -3.1% | -1.9% |
| 30D | -20.4% | -19.3% | -1.1% | -18.7% |
| 3M | +0.1% | -40.6% | +40.7% | +4.6% |
| 6M | +176.2% | -57.9% | +234.1% | +194.8% |
| YTD | +256.8% | -6.7% | +263.5% | +259.2% |
| 1Y | +255.9% | +20.2% | +235.7% | +252.1% |
| 3Y | +60.2% | +879.4% | -819.2% | +37.8% |
| 5Y | -65.1% | +415.3% | -480.4% | -69.7% |
| All | +10.3% | +538.7% | -528.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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