+142.2%
IBM vs TXG
+7.8%
+134.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +1.6% | -1.8% | +3.4% | +1.6% |
| 30D | +9.2% | -20.4% | +29.6% | +10.4% |
| 3M | +4.9% | +0.1% | +4.9% | +4.2% |
| 6M | +16.8% | +176.2% | -159.4% | +7.4% |
| YTD | -14.3% | +256.8% | -271.1% | -23.0% |
| 1Y | -16.7% | +255.9% | -272.6% | -25.2% |
| 3Y | +82.2% | +60.2% | +22.0% | +66.4% |
| 5Y | +149.9% | -65.1% | +215.0% | +144.9% |
| All | +142.2% | +7.8% | +134.4% | +90.3% |
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