+25.8%
TXG vs EXEL
+195.1%
-169.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.9% |
| 7D | +5.0% | -2.9% | +7.9% | +5.8% |
| 30D | +13.5% | +11.9% | +1.6% | +9.8% |
| 3M | +128.0% | +9.2% | +118.8% | +122.2% |
| 6M | +224.4% | +39.1% | +185.3% | +195.0% |
| YTD | +307.0% | +31.0% | +276.0% | +275.5% |
| 1Y | +427.2% | +52.3% | +374.9% | +362.3% |
| 3Y | +40.2% | +159.7% | -119.6% | -0.4% |
| 5Y | -64.0% | +187.7% | -251.7% | -75.5% |
| All | +25.8% | +195.1% | -169.3% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling