+133.4%
XLC vs TXG
+16.0%
+117.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.8% | +1.8% | -2.7% | -1.1% |
| 30D | +1.0% | +32.0% | -31.0% | -2.9% |
| 3M | -0.7% | +87.0% | -87.7% | -9.6% |
| 6M | -5.1% | +180.1% | -185.2% | -19.0% |
| YTD | -4.3% | +284.1% | -288.4% | -22.2% |
| 1Y | -0.6% | +361.7% | -362.2% | -22.2% |
| 3Y | +72.7% | +15.9% | +56.8% | +57.5% |
| 5Y | +38.0% | -66.2% | +104.2% | +37.1% |
| All | +133.4% | +16.0% | +117.4% | +89.6% |
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 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