+72.3%
MSFT vs TXG
-63.6%
+135.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.8% |
| 7D | -1.0% | +9.1% | -10.2% | -2.1% |
| 30D | -2.7% | +14.9% | -17.6% | -4.5% |
| 3M | +22.1% | +120.0% | -97.9% | +9.8% |
| 6M | +20.6% | +221.8% | -201.2% | +2.6% |
| YTD | +2.3% | +312.6% | -310.3% | -16.2% |
| 1Y | -0.5% | +398.4% | -399.0% | -21.6% |
| 3Y | +50.5% | +42.1% | +8.4% | +35.7% |
| 5Y | +72.3% | -63.5% | +135.8% | +69.1% |
| All | +72.3% | -63.6% | +135.9% | +69.1% |
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