+130.8%
XLF vs TXG
+27.0%
+103.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | +0.3% |
| 7D | -1.5% | +9.5% | -10.9% | -2.4% |
| 30D | -1.2% | +18.8% | -19.9% | -3.0% |
| 3M | +9.2% | +136.1% | -126.9% | -0.7% |
| 6M | +16.3% | +235.2% | -218.9% | +1.4% |
| YTD | +5.4% | +320.5% | -315.1% | -10.6% |
| 1Y | +7.6% | +425.2% | -417.6% | -11.7% |
| 3Y | +74.2% | +42.9% | +31.3% | +57.6% |
| 5Y | +66.1% | -62.8% | +129.0% | +62.6% |
| All | +130.8% | +27.0% | +103.8% | +73.1% |
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