+411.8%
GE vs TXG
-65.2%
+476.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | +8.1% | -20.4% | +28.5% | +10.5% |
| 3M | -7.9% | +0.1% | -7.9% | -9.3% |
| 6M | +12.9% | +176.2% | -163.3% | -3.8% |
| YTD | +8.2% | +256.8% | -248.6% | -11.6% |
| 1Y | +9.7% | +255.9% | -246.2% | -10.6% |
| 3Y | +266.1% | +60.2% | +205.9% | +213.6% |
| All | +411.8% | -65.2% | +476.9% | +381.2% |
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