+490.8%
AAPL vs TXG
+21.5%
+469.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.9% |
| 7D | -2.7% | +9.4% | -12.1% | -4.1% |
| 30D | +1.0% | +26.1% | -25.1% | -2.9% |
| 3M | +5.0% | +124.8% | -119.9% | -8.7% |
| 6M | +23.0% | +215.2% | -192.2% | +0.4% |
| YTD | +16.6% | +302.2% | -285.6% | -9.3% |
| 1Y | +33.4% | +370.9% | -337.5% | -0.5% |
| 3Y | +79.9% | +38.5% | +41.4% | +54.8% |
| 5Y | +109.0% | -64.4% | +173.4% | +109.9% |
| All | +490.8% | +21.5% | +469.4% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling