+667.7%
SOXX vs TXG
+27.0%
+640.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.4% |
| 6M | +54.2% | +235.2% | -181.0% | +11.4% |
| YTD | +75.2% | +320.5% | -245.3% | +18.5% |
| 1Y | +107.5% | +425.2% | -317.7% | +30.2% |
| 3Y | +226.8% | +42.9% | +183.9% | +159.4% |
| 5Y | +251.2% | -62.8% | +314.0% | +250.7% |
| All | +667.7% | +27.0% | +640.7% | +488.6% |
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