+68.7%
XLC vs TXG
+41.0%
+27.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -1.4% | +9.1% | -10.6% | -2.1% |
| 30D | -0.9% | +14.9% | -15.8% | -2.1% |
| 3M | -0.3% | +120.0% | -120.3% | -7.6% |
| 6M | -5.2% | +221.8% | -227.0% | -15.7% |
| YTD | -5.3% | +312.6% | -317.9% | -18.1% |
| 1Y | -2.8% | +398.4% | -401.3% | -18.2% |
| All | +68.7% | +41.0% | +27.6% | +55.2% |
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