+102.3%
INTC vs TXG
-64.0%
+166.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.3% |
| 7D | +9.4% | +5.0% | +4.4% | +8.4% |
| 30D | +2.7% | +13.5% | -10.8% | -0.2% |
| 3M | -6.3% | +128.0% | -134.3% | -21.8% |
| 6M | +114.5% | +224.4% | -110.0% | +64.7% |
| YTD | +171.9% | +307.0% | -135.1% | +98.9% |
| 1Y | +305.0% | +427.2% | -122.2% | +178.0% |
| 3Y | +168.3% | +40.2% | +128.2% | +119.3% |
| 5Y | +102.3% | -64.0% | +166.3% | +70.7% |
| All | +102.3% | -64.0% | +166.3% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling