+99.6%
XLB vs TXG
+22.9%
+76.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.1% |
| 7D | -3.5% | +5.0% | -8.5% | -4.1% |
| 30D | -4.7% | +13.5% | -18.2% | -6.3% |
| 3M | +2.7% | +128.0% | -125.3% | -8.2% |
| 6M | +2.6% | +224.4% | -221.8% | -13.0% |
| YTD | +12.8% | +307.0% | -294.1% | -7.4% |
| 1Y | +14.0% | +427.2% | -413.3% | -10.6% |
| 3Y | +31.5% | +40.2% | -8.7% | +16.5% |
| 5Y | +33.4% | -64.0% | +97.4% | +30.3% |
| All | +99.6% | +22.9% | +76.7% | +52.1% |
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