-63.5%
TXG vs EXEL
+194.6%
-258.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.2% |
| 7D | +9.1% | -0.3% | +9.5% | +9.2% |
| 30D | +14.9% | +10.1% | +4.7% | +10.9% |
| 3M | +120.0% | +10.1% | +109.9% | +112.4% |
| 6M | +221.8% | +37.7% | +184.1% | +186.7% |
| YTD | +312.6% | +33.1% | +279.5% | +270.9% |
| 1Y | +398.4% | +52.4% | +346.1% | +322.4% |
| 3Y | +42.1% | +163.8% | -121.7% | -14.6% |
| 5Y | -63.5% | +198.5% | -262.0% | -82.0% |
| All | -63.5% | +194.6% | -258.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling