+193.4%
AMAT vs TXG
+366.6%
-173.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +2.9% |
| 7D | +7.0% | +9.4% | -2.4% | +4.8% |
| 30D | -12.2% | +26.1% | -38.3% | -17.2% |
| 3M | -3.8% | +124.8% | -128.6% | -20.1% |
| 6M | +45.9% | +215.2% | -169.3% | +13.1% |
| YTD | +84.6% | +302.2% | -217.6% | +36.3% |
| 1Y | +193.4% | +370.9% | -177.6% | +110.3% |
| All | +193.4% | +366.6% | -173.2% | +110.3% |
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