+437.2%
GOOG vs TXG
+24.6%
+412.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | -1.6% | +9.1% | -10.7% | -2.9% |
| 30D | -7.7% | +14.9% | -22.5% | -9.9% |
| 3M | -9.3% | +120.0% | -129.3% | -21.0% |
| 6M | +7.4% | +221.8% | -214.4% | -12.7% |
| YTD | +4.9% | +312.6% | -307.7% | -18.8% |
| 1Y | +37.2% | +398.4% | -361.2% | +1.9% |
| 3Y | +141.6% | +42.1% | +99.5% | +107.7% |
| 5Y | +128.8% | -63.5% | +192.2% | +122.1% |
| All | +437.2% | +24.6% | +412.5% | +316.4% |
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