+27.4%
WMT vs TXG
+406.9%
-379.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | 0.0% | +3.7% |
| 7D | +8.8% | -19.3% | +28.0% | +7.4% |
| 30D | +22.9% | -30.9% | +53.9% | +20.7% |
| 3M | +16.1% | +41.1% | -25.0% | +18.4% |
| 6M | -0.5% | +211.9% | -212.3% | +4.1% |
| YTD | +16.7% | +314.0% | -297.3% | +23.7% |
| 1Y | +27.4% | +405.4% | -378.0% | +36.4% |
| All | +27.4% | +406.9% | -379.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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