+124.8%
AAPL vs TXG
-64.0%
+188.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +4.9% | +3.8% |
| 7D | -0.5% | +5.0% | -5.5% | -1.2% |
| 30D | +7.1% | +13.5% | -6.4% | +4.9% |
| 3M | +12.1% | +128.0% | -115.9% | -2.1% |
| 6M | +25.4% | +224.4% | -199.0% | +2.6% |
| YTD | +20.5% | +307.0% | -286.5% | -5.8% |
| 1Y | +44.5% | +427.2% | -382.7% | +6.6% |
| 3Y | +85.8% | +40.2% | +45.6% | +61.1% |
| 5Y | +124.8% | -64.0% | +188.8% | +114.6% |
| All | +124.8% | -64.0% | +188.8% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling