+247.9%
SOXX vs TXG
-62.8%
+310.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.5% | +1.0% |
| 7D | +1.4% | +9.5% | -8.1% | -0.9% |
| 30D | -3.6% | +18.8% | -22.3% | -7.9% |
| 3M | -10.2% | +136.1% | -146.3% | -28.6% |
| 6M | +54.2% | +235.2% | -181.0% | +10.9% |
| YTD | +75.2% | +320.5% | -245.3% | +17.7% |
| 1Y | +107.5% | +425.2% | -317.7% | +29.2% |
| 3Y | +226.8% | +42.9% | +183.9% | +159.2% |
| All | +247.9% | -62.8% | +310.7% | +231.9% |
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