+427.2%
TXG vs ALM
+279.2%
+148.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | +0.5% |
| 7D | +5.0% | -7.1% | +12.1% | +6.3% |
| 30D | +13.5% | +24.7% | -11.2% | +8.7% |
| 3M | +128.0% | +8.3% | +119.7% | +121.2% |
| 6M | +224.4% | -22.2% | +246.6% | +231.1% |
| YTD | +307.0% | +88.1% | +218.9% | +260.3% |
| 1Y | +427.2% | +272.4% | +154.9% | +358.2% |
| All | +427.2% | +279.2% | +148.1% | +358.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling