+44.8%
XLP vs TXG
+65.2%
-20.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.4% |
| 7D | +2.5% | -1.8% | +4.4% | +2.5% |
| 30D | +7.3% | -20.4% | +27.7% | +7.3% |
| 3M | +8.1% | +0.1% | +8.0% | +7.7% |
| 6M | +10.5% | +176.2% | -165.7% | +8.0% |
| YTD | +21.2% | +256.8% | -235.6% | +17.5% |
| 1Y | +22.7% | +255.9% | -233.2% | +18.9% |
| 3Y | +44.8% | +60.2% | -15.4% | +42.1% |
| All | +44.8% | +65.2% | -20.4% | +42.1% |
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