+80.4%
IBM vs TXG
+67.8%
+12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | -1.2% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | +6.8% | -17.7% | +24.4% | +7.7% |
| 3M | +4.4% | +2.3% | +2.1% | +3.5% |
| 6M | +13.2% | +182.5% | -169.3% | +2.8% |
| YTD | -15.1% | +262.4% | -277.5% | -25.0% |
| 1Y | -20.2% | +254.1% | -274.3% | -29.4% |
| All | +80.4% | +67.8% | +12.6% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling