+14.2%
INFY vs TXG
+27.0%
-12.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.9% | +1.1% |
| 7D | -5.4% | +9.5% | -14.9% | -6.4% |
| 30D | -9.9% | +18.8% | -28.6% | -11.8% |
| 3M | -4.6% | +136.1% | -140.7% | -14.9% |
| 6M | -18.5% | +235.2% | -253.7% | -30.9% |
| YTD | -36.5% | +320.5% | -357.1% | -47.9% |
| 1Y | -32.8% | +425.2% | -457.9% | -46.7% |
| 3Y | -32.2% | +42.9% | -75.1% | -39.7% |
| 5Y | -44.7% | -62.8% | +18.1% | -44.4% |
| All | +14.2% | +27.0% | -12.9% | -7.3% |
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