+20.7%
XLK vs TXG
+406.9%
-386.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.5% |
| 7D | -7.6% | -19.3% | +11.7% | -5.1% |
| 30D | -12.2% | -30.9% | +18.8% | -8.6% |
| 3M | -5.5% | +41.1% | -46.5% | -10.9% |
| 6M | +9.2% | +211.9% | -202.7% | -6.4% |
| YTD | +23.0% | +314.0% | -290.9% | +2.1% |
| 1Y | +20.7% | +405.4% | -384.7% | -1.6% |
| All | +20.7% | +406.9% | -386.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling