+134.6%
XLC vs TXG
+27.0%
+107.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | +0.5% | +9.5% | -9.0% | -0.7% |
| 30D | +2.1% | +18.8% | -16.7% | -0.3% |
| 3M | +0.7% | +136.1% | -135.4% | -11.1% |
| 6M | -3.2% | +235.2% | -238.4% | -19.3% |
| YTD | -3.8% | +320.5% | -324.3% | -22.7% |
| 1Y | -2.0% | +425.2% | -427.2% | -24.7% |
| 3Y | +71.4% | +42.9% | +28.5% | +51.5% |
| 5Y | +40.7% | -62.8% | +103.5% | +38.0% |
| All | +134.6% | +27.0% | +107.6% | +88.3% |
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 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