+319.1%
DELL vs TXG
+372.5%
-53.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +14.9% | +1.8% | +13.1% | +14.6% |
| 30D | +13.3% | +32.0% | -18.7% | +7.9% |
| 3M | +24.4% | +87.0% | -62.6% | +12.7% |
| 6M | +258.0% | +180.1% | +77.9% | +204.7% |
| YTD | +320.2% | +284.1% | +36.1% | +244.1% |
| 1Y | +319.1% | +361.7% | -42.6% | +240.4% |
| All | +319.1% | +372.5% | -53.4% | +240.4% |
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 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