+18.8%
TXG vs IAG
+485.1%
-466.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +32.0% | +28.9% | +3.1% | +25.9% |
| 3M | +87.0% | +19.1% | +67.9% | +80.5% |
| 6M | +180.1% | -10.3% | +190.3% | +183.0% |
| YTD | +284.1% | +24.2% | +259.9% | +265.9% |
| 1Y | +361.7% | +116.5% | +245.2% | +300.9% |
| 3Y | +15.9% | +742.8% | -726.9% | -23.3% |
| 5Y | -66.2% | +753.3% | -819.5% | -79.0% |
| All | +18.8% | +485.1% | -466.4% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling