+305.1%
MSFT vs TXG
+7.8%
+297.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -1.3% | -1.8% | +0.6% | -1.1% |
| 30D | -1.8% | -20.4% | +18.6% | +0.6% |
| 3M | +5.6% | +0.1% | +5.6% | +4.2% |
| 6M | +29.8% | +176.2% | -146.4% | +10.7% |
| YTD | +9.0% | +256.8% | -247.8% | -11.3% |
| 1Y | +4.9% | +255.9% | -251.0% | -14.9% |
| 3Y | +46.2% | +60.2% | -14.0% | +25.2% |
| 5Y | +62.1% | -65.1% | +127.2% | +64.9% |
| All | +305.1% | +7.8% | +297.4% | +222.6% |
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