+143.3%
DELL vs TXG
+406.9%
-263.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -9.5% |
| 7D | -24.6% | -19.3% | -5.3% | -21.5% |
| 30D | -32.5% | -30.9% | -1.6% | -28.7% |
| 3M | -20.2% | +41.1% | -61.3% | -25.7% |
| 6M | +76.5% | +211.9% | -135.4% | +47.2% |
| YTD | +198.9% | +314.0% | -115.1% | +139.0% |
| 1Y | +143.3% | +405.4% | -262.1% | +89.9% |
| All | +143.3% | +406.9% | -263.6% | +89.9% |
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 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