+60.2%
TXG vs EXEL
+230.5%
-170.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -20.4% | +13.1% | -33.5% | -22.5% |
| 3M | +0.1% | +36.3% | -36.3% | -6.3% |
| 6M | +176.2% | +34.5% | +141.6% | +159.8% |
| YTD | +256.8% | +57.4% | +199.3% | +225.5% |
| 1Y | +255.9% | +62.9% | +193.0% | +223.1% |
| 3Y | +60.2% | +229.5% | -169.3% | +18.6% |
| All | +60.2% | +230.5% | -170.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling