+286.4%
MSFT vs TXG
+16.0%
+270.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +2.7% | +32.0% | -29.3% | -1.4% |
| 3M | +17.0% | +87.0% | -70.1% | +6.6% |
| 6M | +23.8% | +180.1% | -156.2% | +6.1% |
| YTD | +4.0% | +284.1% | -280.1% | -15.2% |
| 1Y | -0.8% | +361.7% | -362.5% | -22.2% |
| 3Y | +55.6% | +15.9% | +39.7% | +42.5% |
| 5Y | +72.9% | -66.2% | +139.1% | +78.4% |
| All | +286.4% | +16.0% | +270.4% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling