+61.4%
AMAT vs TXG
+406.9%
-345.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -4.1% |
| 7D | -11.2% | -19.3% | +8.1% | -6.7% |
| 30D | -31.9% | -30.9% | -1.0% | -26.6% |
| 3M | -32.3% | +41.1% | -73.4% | -38.4% |
| 6M | -5.4% | +211.9% | -217.3% | -25.7% |
| YTD | +44.3% | +314.0% | -269.7% | +8.6% |
| 1Y | +61.4% | +405.4% | -344.0% | +22.4% |
| All | +61.4% | +406.9% | -345.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling