+453.2%
GOOGL vs TXG
+21.5%
+431.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.8% |
| 7D | +1.1% | +9.4% | -8.3% | -0.4% |
| 30D | -4.4% | +26.1% | -30.5% | -8.2% |
| 3M | -6.8% | +124.8% | -131.6% | -19.2% |
| 6M | +13.6% | +215.2% | -201.7% | -7.5% |
| YTD | +8.3% | +302.2% | -293.9% | -15.8% |
| 1Y | +44.9% | +370.9% | -326.0% | +8.5% |
| 3Y | +150.5% | +38.5% | +111.9% | +116.1% |
| 5Y | +137.7% | -64.4% | +202.1% | +132.4% |
| All | +453.2% | +21.5% | +431.7% | +329.4% |
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