+18.8%
TXG vs ALM
+1,265.2%
-1,246.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +1.8% | -2.6% | +4.4% | +2.0% |
| 30D | +32.0% | +32.0% | 0.0% | +28.9% |
| 3M | +87.0% | -15.0% | +102.1% | +88.1% |
| 6M | +180.1% | -10.1% | +190.2% | +179.0% |
| YTD | +284.1% | +99.4% | +184.7% | +262.6% |
| 1Y | +361.7% | +316.4% | +45.3% | +315.5% |
| 3Y | +15.9% | +2,022.0% | -2,006.1% | -6.9% |
| 5Y | -66.2% | +941.2% | -1,007.4% | -72.5% |
| All | +18.8% | +1,265.2% | -1,246.4% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling