+387.6%
XLK vs TXG
+27.0%
+360.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.7% |
| 7D | +0.2% | +9.5% | -9.3% | -1.4% |
| 30D | -0.6% | +18.8% | -19.4% | -3.8% |
| 3M | +2.6% | +136.1% | -133.6% | -12.6% |
| 6M | +34.0% | +235.2% | -201.3% | +6.4% |
| YTD | +30.7% | +320.5% | -289.9% | -1.0% |
| 1Y | +39.2% | +425.2% | -386.0% | 0.0% |
| 3Y | +120.4% | +42.9% | +77.5% | +86.6% |
| 5Y | +148.8% | -62.8% | +211.6% | +147.5% |
| All | +387.6% | +27.0% | +360.6% | +275.7% |
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