+79.4%
XLP vs TXG
+20.5%
+59.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.7% | -8.8% | +0.6% |
| 7D | +0.1% | +5.5% | -5.5% | -0.2% |
| 30D | +8.9% | -19.3% | +28.3% | +9.5% |
| 3M | +7.5% | +25.0% | -17.5% | +6.1% |
| 6M | +9.4% | +201.2% | -191.7% | +3.8% |
| YTD | +19.3% | +298.8% | -279.6% | +11.3% |
| 1Y | +21.7% | +326.6% | -304.8% | +13.1% |
| 3Y | +44.0% | +78.3% | -34.4% | +36.8% |
| 5Y | +42.8% | -61.3% | +104.1% | +41.9% |
| All | +79.4% | +20.5% | +59.0% | +53.8% |
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