+67.5%
MA vs TXG
-65.4%
+132.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.9% |
| 7D | -1.8% | +9.4% | -11.1% | -2.6% |
| 30D | +1.4% | +26.1% | -24.7% | -1.0% |
| 3M | +17.7% | +124.8% | -107.1% | +7.9% |
| 6M | +9.7% | +215.2% | -205.6% | -3.6% |
| YTD | +0.5% | +302.2% | -301.7% | -14.4% |
| 1Y | -2.1% | +370.9% | -373.0% | -18.8% |
| 3Y | +40.1% | +38.5% | +1.6% | +29.1% |
| 5Y | +67.5% | -64.4% | +131.9% | +71.9% |
| All | +67.5% | -65.4% | +132.9% | +71.9% |
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