+1,005.4%
TSM vs TXG
+22.9%
+982.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +2.6% | +5.0% | -2.4% | +1.7% |
| 30D | +1.4% | +13.5% | -12.1% | -1.2% |
| 3M | +5.0% | +128.0% | -123.1% | -11.1% |
| 6M | +24.0% | +224.4% | -200.5% | -2.3% |
| YTD | +41.6% | +307.0% | -265.4% | +6.1% |
| 1Y | +66.2% | +427.2% | -361.1% | +17.0% |
| 3Y | +398.2% | +40.2% | +358.1% | +317.7% |
| 5Y | +277.6% | -64.0% | +341.6% | +272.4% |
| All | +1,005.4% | +22.9% | +982.5% | +833.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling