+405.4%
TXG vs EXEL
+92.4%
+313.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | -19.3% | +9.8% | -29.0% | -22.5% |
| 30D | -30.9% | +23.6% | -54.5% | -37.3% |
| 3M | +41.1% | +29.9% | +11.2% | +25.1% |
| 6M | +211.9% | +64.7% | +147.2% | +153.7% |
| YTD | +314.0% | +66.0% | +248.0% | +232.5% |
| 1Y | +405.4% | +92.0% | +313.4% | +310.7% |
| All | +405.4% | +92.4% | +313.0% | +310.7% |
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