+106.2%
XLB vs TXG
+16.0%
+90.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -0.4% | +32.0% | -32.4% | -4.1% |
| 3M | +2.0% | +87.0% | -85.0% | -6.6% |
| 6M | +1.8% | +180.1% | -178.2% | -12.0% |
| YTD | +16.6% | +284.1% | -267.5% | -3.7% |
| 1Y | +16.9% | +361.7% | -344.7% | -6.7% |
| 3Y | +32.6% | +15.9% | +16.6% | +20.4% |
| 5Y | +35.6% | -66.2% | +101.8% | +33.5% |
| All | +106.2% | +16.0% | +90.2% | +58.3% |
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