+130.1%
XLF vs TXG
+24.6%
+105.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -1.0% | +9.1% | -10.2% | -1.9% |
| 30D | -1.3% | +14.9% | -16.2% | -2.8% |
| 3M | +9.1% | +120.0% | -110.8% | 0.0% |
| 6M | +14.4% | +221.8% | -207.5% | +0.1% |
| YTD | +5.1% | +312.6% | -307.5% | -10.8% |
| 1Y | +8.6% | +398.4% | -389.8% | -10.4% |
| 3Y | +74.4% | +42.1% | +32.4% | +57.8% |
| 5Y | +64.4% | -63.5% | +127.8% | +61.1% |
| All | +130.1% | +24.6% | +105.4% | +72.9% |
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