+346.2%
TSM vs TXG
+76.2%
+270.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.5% |
| 7D | +4.4% | -8.1% | +12.5% | +6.1% |
| 30D | -7.0% | -17.5% | +10.5% | -3.9% |
| 3M | -1.8% | +6.1% | -7.9% | -3.9% |
| 6M | +2.7% | +202.7% | -200.0% | -17.4% |
| YTD | +37.1% | +280.4% | -243.4% | +4.8% |
| 1Y | +43.5% | +274.0% | -230.6% | +9.6% |
| All | +346.2% | +76.2% | +270.0% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling