+361.7%
TXG vs EXEL
+59.2%
+302.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | +8.4% | -6.6% | -0.3% |
| 30D | +32.0% | +4.1% | +27.9% | +30.3% |
| 3M | +87.0% | +12.4% | +74.6% | +82.0% |
| 6M | +180.1% | +41.5% | +138.5% | +162.8% |
| YTD | +284.1% | +34.6% | +249.5% | +261.4% |
| 1Y | +361.7% | +57.9% | +303.8% | +326.2% |
| All | +361.7% | +59.2% | +302.5% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling