+54.9%
XLE vs TXG
+31.6%
+23.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | +0.9% |
| 7D | 0.0% | +9.4% | -9.4% | -0.4% |
| 30D | +12.6% | +26.1% | -13.4% | +11.5% |
| 3M | +11.8% | +124.8% | -113.0% | +7.6% |
| 6M | +16.1% | +215.2% | -199.2% | +9.0% |
| YTD | +46.9% | +302.2% | -255.3% | +35.0% |
| 1Y | +53.3% | +370.9% | -317.7% | +38.3% |
| 3Y | +54.9% | +38.5% | +16.4% | +44.8% |
| All | +54.9% | +31.6% | +23.3% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling