+46.2%
MSFT vs TXG
+65.2%
-19.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.3% | -1.8% | +0.6% | -1.2% |
| 30D | -1.8% | -20.4% | +18.6% | -0.5% |
| 3M | +5.6% | +0.1% | +5.6% | +5.0% |
| 6M | +29.8% | +176.2% | -146.4% | +19.5% |
| YTD | +9.0% | +256.8% | -247.8% | -2.0% |
| 1Y | +4.9% | +255.9% | -251.0% | -5.8% |
| 3Y | +46.2% | +60.2% | -14.0% | +31.7% |
| All | +46.2% | +65.2% | -19.0% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling