+32.0%
XEL vs TXG
-62.8%
+94.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | -2.8% | +136.1% | -138.9% | -5.7% |
| 6M | -5.4% | +235.2% | -240.6% | -9.5% |
| YTD | +3.8% | +320.5% | -316.8% | -1.6% |
| 1Y | +6.8% | +425.2% | -418.4% | +0.2% |
| 3Y | +45.6% | +42.9% | +2.7% | +42.6% |
| All | +32.0% | -62.8% | +94.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling