+27.6%
TXG vs AMP
+330.4%
-302.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +3.0% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +14.9% | -1.0% | +15.9% | +15.3% |
| 3M | +120.0% | +23.2% | +96.7% | +97.2% |
| 6M | +221.8% | +20.4% | +201.4% | +191.8% |
| YTD | +312.6% | +13.6% | +298.9% | +283.1% |
| 1Y | +398.4% | +13.4% | +385.1% | +361.7% |
| 3Y | +42.1% | +66.5% | -24.4% | +10.1% |
| 5Y | -63.5% | +120.2% | -183.7% | -74.2% |
| All | +27.6% | +330.4% | -302.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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