+120.4%
XLK vs TXG
+43.8%
+76.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.9% |
| 7D | +0.2% | +9.5% | -9.3% | -1.1% |
| 30D | -0.6% | +18.8% | -19.4% | -3.1% |
| 3M | +2.6% | +136.1% | -133.6% | -9.8% |
| 6M | +34.0% | +235.2% | -201.3% | +11.7% |
| YTD | +30.7% | +320.5% | -289.9% | +5.0% |
| 1Y | +39.2% | +425.2% | -386.0% | +7.3% |
| 3Y | +120.4% | +42.9% | +77.5% | +79.6% |
| All | +120.4% | +43.8% | +76.7% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling