+71.6%
IBM vs TXG
+37.5%
+34.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.5% |
| 7D | +0.3% | +9.4% | -9.1% | -0.3% |
| 30D | -1.5% | +26.1% | -27.6% | -2.9% |
| 3M | -16.8% | +124.8% | -141.6% | -22.1% |
| 6M | -9.0% | +215.2% | -224.3% | -17.6% |
| YTD | -20.1% | +302.2% | -322.3% | -29.3% |
| 1Y | -7.0% | +370.9% | -377.9% | -19.2% |
| All | +71.6% | +37.5% | +34.1% | +54.9% |
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