+48.4%
XEL vs TXG
+24.6%
+23.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | +0.9% | +9.1% | -8.2% | +0.6% |
| 30D | -0.9% | +14.9% | -15.8% | -1.5% |
| 3M | -1.4% | +120.0% | -121.4% | -4.7% |
| 6M | -5.8% | +221.8% | -227.6% | -10.7% |
| YTD | +4.7% | +312.6% | -307.9% | -1.9% |
| 1Y | +9.1% | +398.4% | -389.4% | +1.0% |
| 3Y | +47.8% | +42.1% | +5.8% | +43.4% |
| 5Y | +29.0% | -63.5% | +92.5% | +29.7% |
| All | +48.4% | +24.6% | +23.8% | +22.9% |
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 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