+25.8%
TXG vs ALM
+1,187.5%
-1,161.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -0.5% |
| 7D | +5.0% | -7.1% | +12.1% | +5.6% |
| 30D | +13.5% | +24.7% | -11.2% | +11.3% |
| 3M | +128.0% | +8.3% | +119.7% | +125.2% |
| 6M | +224.4% | -22.2% | +246.6% | +226.7% |
| YTD | +307.0% | +88.1% | +218.9% | +285.9% |
| 1Y | +427.2% | +272.4% | +154.9% | +378.2% |
| 3Y | +40.2% | +2,004.1% | -1,964.0% | +12.9% |
| 5Y | -64.0% | +915.8% | -979.8% | -70.6% |
| All | +25.8% | +1,187.5% | -1,161.7% | -7.3% |
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