+2,041.4%
DELL vs TXG
+21.5%
+2,019.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.9% | +1.1% |
| 7D | +25.6% | +9.4% | +16.2% | +24.0% |
| 30D | +17.7% | +26.1% | -8.4% | +13.2% |
| 3M | +33.4% | +124.8% | -91.4% | +17.1% |
| 6M | +266.2% | +215.2% | +51.0% | +203.2% |
| YTD | +328.0% | +302.2% | +25.8% | +240.6% |
| 1Y | +339.6% | +370.9% | -31.3% | +238.1% |
| 3Y | +694.6% | +38.5% | +656.1% | +574.5% |
| 5Y | +1,122.0% | -64.4% | +1,186.4% | +1,015.2% |
| All | +2,041.4% | +21.5% | +2,019.9% | +1,535.7% |
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