+12.0%
TXG vs ALM
+492.9%
-480.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.7% | -4.1% |
| 7D | +1.8% | -4.0% | +5.8% | +2.2% |
| 30D | -17.7% | -30.5% | +12.8% | -14.8% |
| 3M | +2.3% | -46.9% | +49.2% | +8.1% |
| 6M | +182.5% | -65.5% | +248.0% | +206.5% |
| YTD | +262.4% | -13.4% | +275.7% | +267.6% |
| 1Y | +254.1% | +9.8% | +244.3% | +253.3% |
| 3Y | +66.6% | +783.1% | -716.5% | +44.5% |
| 5Y | -64.5% | +378.3% | -442.8% | -69.0% |
| All | +12.0% | +492.9% | -480.8% | -11.7% |
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 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