+883.2%
AMAT vs TXG
+21.5%
+861.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +2.8% |
| 7D | +7.0% | +9.4% | -2.4% | +4.5% |
| 30D | -12.2% | +26.1% | -38.3% | -17.9% |
| 3M | -3.8% | +124.8% | -128.6% | -23.0% |
| 6M | +45.9% | +215.2% | -169.3% | +5.9% |
| YTD | +84.6% | +302.2% | -217.6% | +24.8% |
| 1Y | +193.4% | +370.9% | -177.6% | +86.4% |
| 3Y | +228.1% | +38.5% | +189.6% | +161.5% |
| 5Y | +268.9% | -64.4% | +333.3% | +283.7% |
| All | +883.2% | +21.5% | +861.7% | +652.7% |
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