+120.6%
IBM vs TXG
-63.6%
+184.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +3.2% |
| 7D | +3.6% | +9.1% | -5.6% | +3.1% |
| 30D | +1.5% | +14.9% | -13.4% | +0.7% |
| 3M | -12.9% | +120.0% | -132.9% | -17.5% |
| 6M | -3.9% | +221.8% | -225.7% | -11.5% |
| YTD | -17.3% | +312.6% | -329.9% | -25.3% |
| 1Y | -5.0% | +398.4% | -403.4% | -15.5% |
| 3Y | +78.2% | +42.1% | +36.1% | +64.1% |
| 5Y | +120.6% | -63.5% | +184.1% | +98.2% |
| All | +120.6% | -63.6% | +184.2% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling