+1,966.8%
MU vs TXG
+16.0%
+1,950.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +9.0% | +1.8% | +7.2% | +8.5% |
| 30D | +13.8% | +32.0% | -18.2% | +5.2% |
| 3M | +2.1% | +87.0% | -84.9% | -13.2% |
| 6M | +153.8% | +180.1% | -26.3% | +93.5% |
| YTD | +256.4% | +284.1% | -27.7% | +149.0% |
| 1Y | +719.8% | +361.7% | +358.1% | +440.0% |
| 3Y | +1,360.4% | +15.9% | +1,344.5% | +1,121.7% |
| 5Y | +1,312.4% | -66.2% | +1,378.6% | +1,336.6% |
| All | +1,966.8% | +16.0% | +1,950.8% | +1,486.7% |
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 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