+1,007.7%
TSM vs TXG
+16.0%
+991.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.3% |
| 30D | +3.6% | +32.0% | -28.4% | -2.3% |
| 3M | -3.4% | +87.0% | -90.4% | -15.0% |
| 6M | +20.6% | +180.1% | -159.4% | -2.3% |
| YTD | +41.9% | +284.1% | -242.3% | +7.5% |
| 1Y | +84.4% | +361.7% | -277.3% | +33.0% |
| 3Y | +380.2% | +15.9% | +364.3% | +317.5% |
| 5Y | +275.3% | -66.2% | +341.5% | +274.5% |
| All | +1,007.7% | +16.0% | +991.7% | +845.3% |
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