+147.1%
AMAT vs TXG
-65.2%
+212.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +11.4% | -1.8% | +13.2% | +12.0% |
| 30D | -17.0% | -20.4% | +3.4% | -11.9% |
| 3M | -30.6% | +0.1% | -30.7% | -31.4% |
| 6M | -14.9% | +176.2% | -191.1% | -35.8% |
| YTD | +44.7% | +256.8% | -212.1% | +0.6% |
| 1Y | +66.9% | +255.9% | -189.0% | +15.3% |
| 3Y | +153.3% | +60.2% | +93.1% | +94.0% |
| All | +147.1% | -65.2% | +212.3% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling