+203.0%
AMAT vs TXG
+17.1%
+185.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | -14.8% | +32.0% | -46.8% | -20.7% |
| 3M | -9.3% | +87.0% | -96.3% | -22.1% |
| 6M | +27.4% | +180.1% | -152.7% | -0.6% |
| YTD | +77.6% | +284.1% | -206.6% | +28.5% |
| 1Y | +188.9% | +361.7% | -172.7% | +97.4% |
| All | +203.0% | +17.1% | +185.9% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling