+289.3%
INTC vs TXG
+372.5%
-83.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.7% |
| 7D | +7.1% | +1.8% | +5.3% | +6.6% |
| 30D | -5.2% | +32.0% | -37.2% | -12.3% |
| 3M | -14.3% | +87.0% | -101.3% | -26.8% |
| 6M | +110.2% | +180.1% | -69.9% | +62.6% |
| YTD | +159.6% | +284.1% | -124.5% | +88.6% |
| 1Y | +289.3% | +361.7% | -72.4% | +176.2% |
| All | +289.3% | +372.5% | -83.2% | +176.2% |
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 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