+7.2%
XLP vs TXG
+366.6%
-359.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.5% |
| 7D | -1.4% | +9.4% | -10.8% | -1.2% |
| 30D | -1.3% | +26.1% | -27.4% | -0.7% |
| 3M | +1.8% | +124.8% | -123.0% | +3.6% |
| 6M | -0.8% | +215.2% | -216.1% | +1.0% |
| YTD | +9.5% | +302.2% | -292.7% | +12.0% |
| 1Y | +7.2% | +370.9% | -363.8% | +9.5% |
| All | +7.2% | +366.6% | -359.4% | +9.5% |
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 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