+407.0%
TSM vs TXG
+41.0%
+365.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | +4.8% | +9.1% | -4.4% | +3.1% |
| 30D | +4.0% | +14.9% | -10.9% | +1.3% |
| 3M | +2.0% | +120.0% | -118.0% | -12.4% |
| 6M | +25.5% | +221.8% | -196.3% | +0.3% |
| YTD | +44.0% | +312.6% | -268.6% | +9.4% |
| 1Y | +75.4% | +398.4% | -323.0% | +27.1% |
| All | +407.0% | +41.0% | +365.9% | +322.7% |
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