+144.8%
XHB vs TXG
+21.5%
+123.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -3.3% |
| 7D | +0.2% | +9.4% | -9.2% | -1.6% |
| 30D | -9.1% | +26.1% | -35.2% | -13.5% |
| 3M | -2.3% | +124.8% | -127.1% | -18.0% |
| 6M | -4.1% | +215.2% | -219.4% | -25.5% |
| YTD | -1.7% | +302.2% | -303.9% | -27.9% |
| 1Y | -15.1% | +370.9% | -386.0% | -40.7% |
| 3Y | +26.8% | +38.5% | -11.7% | +6.4% |
| 5Y | +37.3% | -64.4% | +101.7% | +35.4% |
| All | +144.8% | +21.5% | +123.3% | +78.4% |
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