-10.5%
ADBE vs TXG
+22.9%
-33.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -12.9% | +5.0% | -17.9% | -13.7% |
| 30D | -5.6% | +13.5% | -19.2% | -7.8% |
| 3M | +6.6% | +128.0% | -121.4% | -9.0% |
| 6M | -9.6% | +224.4% | -234.0% | -28.4% |
| YTD | -28.9% | +307.0% | -335.9% | -46.5% |
| 1Y | -28.9% | +427.2% | -456.2% | -50.0% |
| 3Y | -55.6% | +40.2% | -95.8% | -62.1% |
| 5Y | -62.2% | -64.0% | +1.8% | -60.6% |
| All | -10.5% | +22.9% | -33.4% | -23.0% |
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