+448.7%
GOOG vs TXG
+27.0%
+421.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.0% |
| 7D | 0.0% | +9.5% | -9.4% | -1.4% |
| 30D | -2.0% | +18.8% | -20.7% | -4.8% |
| 3M | -5.9% | +136.1% | -142.0% | -18.9% |
| 6M | +8.9% | +235.2% | -226.3% | -12.1% |
| YTD | +7.1% | +320.5% | -313.4% | -17.3% |
| 1Y | +39.7% | +425.2% | -385.5% | +2.9% |
| 3Y | +145.8% | +42.9% | +102.9% | +111.3% |
| 5Y | +138.6% | -62.8% | +201.4% | +131.0% |
| All | +448.7% | +27.0% | +421.7% | +324.1% |
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