+193.8%
XLE vs TXG
+22.9%
+170.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.5% | +5.0% | -4.5% | +0.1% |
| 30D | +6.6% | +13.5% | -6.9% | +5.6% |
| 3M | +12.3% | +128.0% | -115.8% | +5.4% |
| 6M | +18.4% | +224.4% | -206.0% | +7.5% |
| YTD | +47.2% | +307.0% | -259.8% | +30.8% |
| 1Y | +50.3% | +427.2% | -377.0% | +29.7% |
| 3Y | +55.3% | +40.2% | +15.1% | +44.2% |
| 5Y | +226.0% | -64.0% | +290.0% | +228.0% |
| All | +193.8% | +22.9% | +170.8% | +112.0% |
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