+90.7%
XBI vs TXG
+27.0%
+63.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | -4.6% | +9.5% | -14.1% | -6.9% |
| 30D | -2.0% | +18.8% | -20.8% | -6.4% |
| 3M | +17.8% | +136.1% | -118.3% | -7.0% |
| 6M | +23.7% | +235.2% | -211.5% | -12.0% |
| YTD | +28.2% | +320.5% | -292.3% | -14.8% |
| 1Y | +64.0% | +425.2% | -361.2% | +0.4% |
| 3Y | +99.4% | +42.9% | +56.5% | +61.0% |
| 5Y | +19.3% | -62.8% | +82.2% | +25.1% |
| All | +90.7% | +27.0% | +63.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling