+591.9%
AMAT vs TXG
+9.8%
+582.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.7% |
| 7D | -14.7% | -15.4% | +0.7% | -10.8% |
| 30D | -36.1% | -22.1% | -14.0% | -31.8% |
| 3M | -36.9% | +30.0% | -66.9% | -42.1% |
| 6M | -22.2% | +160.7% | -182.9% | -40.9% |
| YTD | +29.9% | +263.5% | -233.5% | -10.8% |
| 1Y | +43.3% | +356.0% | -312.7% | -8.5% |
| 3Y | +142.7% | +53.4% | +89.3% | +87.1% |
| 5Y | +126.2% | -66.7% | +192.9% | +138.2% |
| All | +591.9% | +9.8% | +582.1% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling