+20.6%
XHB vs TXG
+39.1%
-18.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.1% |
| 7D | -5.2% | +5.0% | -10.2% | -6.1% |
| 30D | -12.1% | +13.5% | -25.6% | -14.3% |
| 3M | -6.2% | +128.0% | -134.2% | -20.6% |
| 6M | -6.7% | +224.4% | -231.1% | -26.7% |
| YTD | -5.5% | +307.0% | -312.4% | -29.4% |
| 1Y | -15.6% | +427.2% | -442.9% | -41.3% |
| All | +20.6% | +39.1% | -18.5% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling