+48.9%
MSFT vs TXG
+41.0%
+7.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.6% |
| 7D | -1.0% | +9.1% | -10.2% | -1.6% |
| 30D | -2.7% | +14.9% | -17.6% | -3.6% |
| 3M | +22.1% | +120.0% | -97.9% | +15.4% |
| 6M | +20.6% | +221.8% | -201.2% | +10.9% |
| YTD | +2.3% | +312.6% | -310.3% | -7.7% |
| 1Y | -0.5% | +398.4% | -399.0% | -12.0% |
| All | +48.9% | +41.0% | +7.9% | +31.4% |
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 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