+9.0%
MSFT vs TXG
+406.9%
-398.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +6.5% |
| 7D | +4.7% | -19.3% | +23.9% | +5.7% |
| 30D | +5.8% | -30.9% | +36.7% | +7.4% |
| 3M | +13.0% | +41.1% | -28.1% | +10.1% |
| 6M | +34.9% | +211.9% | -177.0% | +25.8% |
| YTD | +15.7% | +314.0% | -298.3% | +6.4% |
| 1Y | +9.0% | +405.4% | -396.4% | -0.4% |
| All | +9.0% | +406.9% | -398.0% | -0.4% |
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