+408.3%
TXG vs IAG
+84.7%
+323.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.4% |
| 7D | +5.0% | -4.1% | +9.1% | +6.9% |
| 30D | +13.5% | +10.6% | +2.9% | +8.8% |
| 3M | +128.0% | +35.4% | +92.7% | +100.4% |
| 6M | +224.4% | -9.5% | +234.0% | +227.6% |
| YTD | +307.0% | +21.8% | +285.2% | +263.0% |
| All | +408.3% | +84.7% | +323.6% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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