+192.8%
XLE vs TXG
+9.4%
+183.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +1.8% |
| 7D | +4.4% | +1.8% | +2.6% | +4.2% |
| 30D | -4.3% | -17.7% | +13.4% | -3.4% |
| 3M | +6.0% | +2.3% | +3.7% | +5.0% |
| 6M | +13.2% | +182.5% | -169.3% | +3.6% |
| YTD | +46.7% | +262.4% | -215.6% | +30.4% |
| 1Y | +46.6% | +254.1% | -207.5% | +30.3% |
| 3Y | +69.6% | +66.6% | +3.0% | +53.9% |
| 5Y | +166.5% | -64.5% | +231.1% | +166.0% |
| All | +192.8% | +9.4% | +183.3% | +111.5% |
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 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