+43.2%
XLB vs TXG
+65.2%
-22.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +0.5% | -1.8% | +2.4% | +0.7% |
| 30D | +5.2% | -20.4% | +25.6% | +6.9% |
| 3M | +0.3% | +0.1% | +0.2% | -1.1% |
| 6M | +1.2% | +176.2% | -175.0% | -11.6% |
| YTD | +16.6% | +256.8% | -240.1% | -1.9% |
| 1Y | +21.4% | +255.9% | -234.5% | +1.9% |
| 3Y | +43.2% | +60.2% | -17.0% | +23.7% |
| All | +43.2% | +65.2% | -22.0% | +23.7% |
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