+145.8%
GOOG vs TXG
+43.8%
+102.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.1% |
| 7D | 0.0% | +9.5% | -9.4% | -1.0% |
| 30D | -2.0% | +18.8% | -20.7% | -4.1% |
| 3M | -5.9% | +136.1% | -142.0% | -16.3% |
| 6M | +8.9% | +235.2% | -226.3% | -8.0% |
| YTD | +7.1% | +320.5% | -313.4% | -12.6% |
| 1Y | +39.7% | +425.2% | -385.5% | +10.0% |
| 3Y | +145.8% | +42.9% | +102.9% | +113.3% |
| All | +145.8% | +43.8% | +102.1% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling