-7.5%
ADBE vs TXG
+21.5%
-28.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -4.3% |
| 7D | -10.1% | +9.4% | -19.4% | -11.5% |
| 30D | -3.0% | +26.1% | -29.1% | -7.0% |
| 3M | +5.0% | +124.8% | -119.8% | -10.2% |
| 6M | -9.3% | +215.2% | -224.5% | -27.9% |
| YTD | -26.5% | +302.2% | -328.7% | -44.6% |
| 1Y | -28.3% | +370.9% | -399.2% | -48.5% |
| 3Y | -54.1% | +38.5% | -92.6% | -60.7% |
| 5Y | -61.2% | -64.4% | +3.2% | -59.5% |
| All | -7.5% | +21.5% | -28.9% | -20.2% |
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