+3.6%
GOOG vs TXG
+406.9%
-403.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +2.9% |
| 7D | -10.7% | -19.3% | +8.5% | -9.0% |
| 30D | -16.4% | -30.9% | +14.5% | -13.8% |
| 3M | -23.4% | +41.1% | -64.5% | -26.6% |
| 6M | -24.2% | +211.9% | -236.1% | -34.9% |
| YTD | -8.3% | +314.0% | -322.2% | -24.0% |
| 1Y | +3.6% | +405.4% | -401.8% | -16.4% |
| All | +3.6% | +406.9% | -403.3% | -16.4% |
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 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