+121.4%
INTC vs TXG
+27.0%
+94.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.9% |
| 7D | +7.5% | +9.5% | -2.0% | +5.5% |
| 30D | +2.0% | +18.8% | -16.8% | -1.8% |
| 3M | -12.0% | +136.1% | -148.1% | -26.7% |
| 6M | +114.5% | +235.2% | -120.7% | +64.9% |
| YTD | +179.0% | +320.5% | -141.6% | +104.4% |
| 1Y | +318.3% | +425.2% | -106.9% | +190.1% |
| 3Y | +171.2% | +42.9% | +128.3% | +123.0% |
| 5Y | +107.6% | -62.8% | +170.4% | +99.5% |
| All | +121.4% | +27.0% | +94.3% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling