+18.8%
TXG vs EXEL
+203.2%
-184.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | +8.4% | -6.6% | -0.6% |
| 30D | +32.0% | +4.1% | +27.9% | +30.4% |
| 3M | +87.0% | +12.4% | +74.6% | +80.9% |
| 6M | +180.1% | +41.5% | +138.5% | +153.4% |
| YTD | +284.1% | +34.6% | +249.5% | +251.8% |
| 1Y | +361.7% | +57.9% | +303.8% | +300.9% |
| 3Y | +15.9% | +159.5% | -143.6% | -17.4% |
| 5Y | -66.2% | +198.5% | -264.7% | -77.2% |
| All | +18.8% | +203.2% | -184.5% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling