+47.1%
XEL vs TXG
+27.0%
+20.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | 0.0% |
| 7D | -0.3% | +9.5% | -9.8% | -0.6% |
| 30D | -3.9% | +18.8% | -22.7% | -4.6% |
| 3M | -2.8% | +136.1% | -138.9% | -6.4% |
| 6M | -5.4% | +235.2% | -240.6% | -10.4% |
| YTD | +3.8% | +320.5% | -316.8% | -2.9% |
| 1Y | +6.8% | +425.2% | -418.4% | -1.3% |
| 3Y | +45.6% | +42.9% | +2.7% | +41.2% |
| 5Y | +30.7% | -62.8% | +93.5% | +31.3% |
| All | +47.1% | +27.0% | +20.1% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling