+47.7%
XLE vs TXG
+254.8%
-207.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.9% |
| 7D | +5.4% | -1.8% | +7.3% | +5.4% |
| 30D | -3.9% | -20.4% | +16.4% | -4.5% |
| 3M | +7.0% | +0.1% | +7.0% | +8.0% |
| 6M | +14.2% | +176.2% | -162.0% | +22.5% |
| YTD | +48.2% | +256.8% | -208.6% | +55.7% |
| 1Y | +47.7% | +255.9% | -208.2% | +55.2% |
| All | +47.7% | +254.8% | -207.1% | +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 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