+453.4%
GOOGL vs TXG
+27.0%
+426.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +1.3% |
| 7D | 0.0% | +9.5% | -9.5% | -1.4% |
| 30D | -1.4% | +18.8% | -20.2% | -4.3% |
| 3M | -5.3% | +136.1% | -141.4% | -18.5% |
| 6M | +9.8% | +235.2% | -225.5% | -11.4% |
| YTD | +8.4% | +320.5% | -312.2% | -16.4% |
| 1Y | +41.2% | +425.2% | -384.0% | +3.9% |
| 3Y | +149.6% | +42.9% | +106.7% | +114.4% |
| 5Y | +142.6% | -62.8% | +205.4% | +135.5% |
| All | +453.4% | +27.0% | +426.4% | +326.5% |
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