+73.7%
AMAT vs TXG
+265.0%
-191.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.4% | +6.5% |
| 7D | +7.0% | -8.1% | +15.1% | +9.8% |
| 30D | -20.6% | -17.5% | -3.1% | -16.3% |
| 3M | -24.8% | +6.1% | -30.9% | -26.3% |
| 6M | -10.7% | +202.7% | -213.4% | -31.0% |
| YTD | +54.3% | +280.4% | -226.2% | +13.4% |
| 1Y | +73.7% | +274.0% | -200.3% | +28.3% |
| All | +73.7% | +265.0% | -191.3% | +28.3% |
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