+4.4%
GOOGL vs TXG
+406.9%
-402.5%
-30.6%
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% | +2.8% |
| 7D | -11.1% | -19.3% | +8.2% | -9.3% |
| 30D | -16.6% | -30.9% | +14.3% | -14.0% |
| 3M | -23.4% | +41.1% | -64.5% | -26.7% |
| 6M | -24.5% | +211.9% | -236.4% | -35.4% |
| YTD | -7.5% | +314.0% | -321.5% | -23.7% |
| 1Y | +4.4% | +405.4% | -401.0% | -16.2% |
| All | +4.4% | +406.9% | -402.5% | -16.2% |
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