+625.5%
GE vs TXG
+22.9%
+602.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -2.8% | +5.0% | -7.8% | -3.4% |
| 30D | -11.9% | +13.5% | -25.4% | -13.5% |
| 3M | +1.8% | +128.0% | -126.2% | -8.9% |
| 6M | -0.6% | +224.4% | -225.0% | -15.3% |
| YTD | +5.5% | +307.0% | -301.5% | -12.9% |
| 1Y | +15.0% | +427.2% | -412.3% | -9.0% |
| 3Y | +269.5% | +40.2% | +229.4% | +228.1% |
| 5Y | +422.4% | -64.0% | +486.5% | +405.4% |
| All | +625.5% | +22.9% | +602.6% | +387.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling