+643.8%
GE vs TXG
+7.8%
+636.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.7% | -1.8% | +4.5% | +2.8% |
| 30D | +8.1% | -20.4% | +28.5% | +10.4% |
| 3M | -7.9% | +0.1% | -7.9% | -9.2% |
| 6M | +12.9% | +176.2% | -163.3% | -2.8% |
| YTD | +8.2% | +256.8% | -248.6% | -10.4% |
| 1Y | +9.7% | +255.9% | -246.2% | -9.4% |
| 3Y | +266.1% | +60.2% | +205.9% | +215.7% |
| 5Y | +407.4% | -65.1% | +472.5% | +388.7% |
| All | +643.8% | +7.8% | +636.0% | +401.4% |
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 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