+81.8%
XLI vs TXG
-62.8%
+144.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.3% | +0.7% |
| 7D | -1.7% | +9.5% | -11.1% | -2.7% |
| 30D | -7.3% | +18.8% | -26.0% | -9.2% |
| 3M | -1.3% | +136.1% | -137.5% | -11.5% |
| 6M | +2.2% | +235.2% | -233.0% | -12.5% |
| YTD | +11.7% | +320.5% | -308.8% | -7.4% |
| 1Y | +14.3% | +425.2% | -410.9% | -8.7% |
| 3Y | +70.3% | +42.9% | +27.4% | +51.4% |
| All | +81.8% | -62.8% | +144.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling