+124.6%
INTC vs TXG
+21.5%
+103.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.7% | +4.3% | +8.1% |
| 7D | +17.4% | +9.4% | +8.1% | +15.3% |
| 30D | +2.8% | +26.1% | -23.3% | -2.5% |
| 3M | -5.3% | +124.8% | -130.1% | -20.4% |
| 6M | +140.6% | +215.2% | -74.6% | +87.2% |
| YTD | +183.1% | +302.2% | -119.1% | +109.3% |
| 1Y | +326.8% | +370.9% | -44.2% | +202.1% |
| 3Y | +179.4% | +38.5% | +140.9% | +131.3% |
| 5Y | +111.7% | -64.4% | +176.1% | +105.2% |
| All | +124.6% | +21.5% | +103.2% | +76.8% |
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 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