+138.3%
GOOGL vs TXG
-64.0%
+202.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | -2.8% | +5.0% | -7.8% | -3.6% |
| 30D | -3.2% | +13.5% | -16.7% | -5.4% |
| 3M | -6.6% | +128.0% | -134.6% | -19.5% |
| 6M | +8.5% | +224.4% | -216.0% | -12.6% |
| YTD | +6.5% | +307.0% | -300.5% | -18.1% |
| 1Y | +39.4% | +427.2% | -387.8% | +1.4% |
| 3Y | +146.2% | +40.2% | +106.0% | +112.8% |
| 5Y | +138.3% | -64.0% | +202.4% | +117.2% |
| All | +138.3% | -64.0% | +202.4% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling