+39.3%
XLC vs TXG
-64.0%
+103.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -1.7% | +5.0% | -6.7% | -2.3% |
| 30D | +0.2% | +13.5% | -13.3% | -1.7% |
| 3M | +0.7% | +128.0% | -127.3% | -11.1% |
| 6M | -4.5% | +224.4% | -228.9% | -20.5% |
| YTD | -4.7% | +307.0% | -311.7% | -23.8% |
| 1Y | -1.5% | +427.2% | -428.7% | -25.2% |
| 3Y | +72.2% | +40.2% | +32.1% | +53.8% |
| 5Y | +39.3% | -64.0% | +103.3% | +34.6% |
| All | +39.3% | -64.0% | +103.4% | +34.6% |
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