+520.8%
AAPL vs TXG
+27.0%
+493.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | +3.8% | +9.5% | -5.6% | +2.4% |
| 30D | +9.9% | +18.8% | -8.8% | +6.8% |
| 3M | +12.5% | +136.1% | -123.6% | -2.8% |
| 6M | +27.6% | +235.2% | -207.6% | +3.1% |
| YTD | +22.6% | +320.5% | -298.0% | -5.4% |
| 1Y | +45.0% | +425.2% | -380.2% | +6.2% |
| 3Y | +87.8% | +42.9% | +44.9% | +60.9% |
| 5Y | +128.7% | -62.8% | +191.5% | +128.2% |
| All | +520.8% | +27.0% | +493.8% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling