+65.9%
XLP vs TXG
+16.0%
+49.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | +1.8% | -2.8% | -1.1% |
| 30D | -0.9% | +32.0% | -32.9% | -2.0% |
| 3M | +3.8% | +87.0% | -83.2% | +1.0% |
| 6M | -1.7% | +180.1% | -181.8% | -6.3% |
| YTD | +10.3% | +284.1% | -273.9% | +3.5% |
| 1Y | +7.8% | +361.7% | -353.9% | -0.1% |
| 3Y | +27.2% | +15.9% | +11.3% | +24.1% |
| 5Y | +32.5% | -66.2% | +98.7% | +33.0% |
| All | +65.9% | +16.0% | +49.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling