+42.0%
XLP vs TXG
-66.4%
+108.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | +0.7% | -15.4% | +16.2% | +1.1% |
| 30D | +10.3% | -22.1% | +32.4% | +10.8% |
| 3M | +6.5% | +30.0% | -23.5% | +5.1% |
| 6M | +8.4% | +160.7% | -152.3% | +4.0% |
| YTD | +18.2% | +263.5% | -245.3% | +11.6% |
| 1Y | +22.4% | +356.0% | -333.6% | +14.2% |
| 3Y | +41.9% | +53.4% | -11.5% | +36.8% |
| All | +42.0% | -66.4% | +108.3% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling