+791.3%
ANET vs TXG
-62.8%
+854.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +5.0% |
| 7D | +3.0% | +9.5% | -6.5% | +1.3% |
| 30D | -5.2% | +18.8% | -24.0% | -8.4% |
| 3M | +27.6% | +136.1% | -108.5% | +7.2% |
| 6M | +44.4% | +235.2% | -190.8% | +12.3% |
| YTD | +52.3% | +320.5% | -268.2% | +12.7% |
| 1Y | +30.4% | +425.2% | -394.8% | -8.7% |
| 3Y | +313.3% | +42.9% | +270.4% | +247.8% |
| All | +791.3% | -62.8% | +854.1% | +790.9% |
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