-23.3%
INFY vs TXG
+406.9%
-430.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +2.5% |
| 7D | +1.2% | -19.3% | +20.5% | +1.7% |
| 30D | +13.8% | -30.9% | +44.7% | +15.2% |
| 3M | -2.9% | +41.1% | -43.9% | -6.0% |
| 6M | +2.2% | +211.9% | -209.7% | -11.7% |
| YTD | -29.8% | +314.0% | -343.8% | -41.3% |
| 1Y | -23.3% | +405.4% | -428.7% | -36.8% |
| All | -23.3% | +406.9% | -430.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling