+50.3%
XLE vs TXG
+392.4%
-342.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.5% | +5.0% | -4.5% | +0.6% |
| 30D | +6.6% | +13.5% | -6.9% | +7.1% |
| 3M | +12.3% | +128.0% | -115.8% | +16.0% |
| 6M | +18.4% | +224.4% | -206.0% | +22.4% |
| YTD | +47.2% | +307.0% | -259.8% | +50.6% |
| 1Y | +50.3% | +427.2% | -377.0% | +51.5% |
| All | +50.3% | +392.4% | -342.2% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling