+27.0%
SBUX vs TXG
+24.6%
+2.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.3% |
| 7D | -6.3% | +9.1% | -15.4% | -7.6% |
| 30D | -3.9% | +14.9% | -18.7% | -6.2% |
| 3M | +3.3% | +120.0% | -116.7% | -10.0% |
| 6M | +1.4% | +221.8% | -220.4% | -17.9% |
| YTD | +21.0% | +312.6% | -291.6% | -6.7% |
| 1Y | +22.4% | +398.4% | -376.0% | -10.0% |
| 3Y | +13.2% | +42.1% | -28.9% | -3.5% |
| 5Y | -5.2% | -63.5% | +58.3% | -10.5% |
| All | +27.0% | +24.6% | +2.4% | -5.8% |
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