+136.8%
IBM vs TXG
+27.0%
+109.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.6% | +3.8% |
| 7D | +3.6% | +9.5% | -5.9% | +3.0% |
| 30D | +3.1% | +18.8% | -15.7% | +2.0% |
| 3M | -10.8% | +136.1% | -147.0% | -16.4% |
| 6M | -0.8% | +235.2% | -236.1% | -9.6% |
| YTD | -16.2% | +320.5% | -336.7% | -25.0% |
| 1Y | -2.9% | +425.2% | -428.1% | -14.8% |
| 3Y | +79.8% | +42.9% | +37.0% | +66.2% |
| 5Y | +124.9% | -62.8% | +187.7% | +120.9% |
| All | +136.8% | +27.0% | +109.8% | +85.3% |
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