+139.8%
IBM vs TXG
+9.4%
+130.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | -1.1% |
| 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% | +3.6% |
| 6M | +13.2% | +182.5% | -169.3% | +3.9% |
| YTD | -15.1% | +262.4% | -277.5% | -23.8% |
| 1Y | -20.2% | +254.1% | -274.3% | -28.3% |
| 3Y | +79.3% | +66.6% | +12.7% | +63.3% |
| 5Y | +147.5% | -64.5% | +212.0% | +142.2% |
| All | +139.8% | +9.4% | +130.3% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling