+35.0%
XLB vs TXG
-63.6%
+98.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.4% |
| 7D | -2.9% | +9.1% | -12.1% | -4.0% |
| 30D | -3.4% | +14.9% | -18.3% | -5.2% |
| 3M | +1.6% | +120.0% | -118.4% | -8.8% |
| 6M | +3.6% | +221.8% | -218.2% | -12.0% |
| YTD | +14.2% | +312.6% | -298.3% | -6.5% |
| 1Y | +15.6% | +398.4% | -382.9% | -8.8% |
| 3Y | +33.1% | +42.1% | -9.0% | +18.0% |
| 5Y | +35.0% | -63.5% | +98.5% | +23.4% |
| All | +35.0% | -63.6% | +98.7% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling