+721.6%
AMAT vs TXG
+14.9%
+706.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.4% | +6.4% |
| 7D | +7.0% | -8.1% | +15.1% | +9.7% |
| 30D | -20.6% | -17.5% | -3.1% | -16.4% |
| 3M | -24.8% | +6.1% | -30.9% | -26.8% |
| 6M | -10.7% | +202.7% | -213.4% | -34.6% |
| YTD | +54.3% | +280.4% | -226.2% | +4.7% |
| 1Y | +73.7% | +274.0% | -200.3% | +17.6% |
| 3Y | +168.4% | +74.9% | +93.5% | +99.9% |
| 5Y | +167.6% | -63.0% | +230.6% | +174.2% |
| All | +721.6% | +14.9% | +706.7% | +532.0% |
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