+66.2%
XLU vs TXG
+27.0%
+39.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | -1.6% | +9.5% | -11.1% | -2.1% |
| 30D | -3.3% | +18.8% | -22.1% | -4.4% |
| 3M | -3.2% | +136.1% | -139.3% | -8.4% |
| 6M | -7.0% | +235.2% | -242.2% | -14.3% |
| YTD | +0.6% | +320.5% | -319.9% | -8.9% |
| 1Y | +2.4% | +425.2% | -422.8% | -9.1% |
| 3Y | +46.3% | +42.9% | +3.4% | +39.2% |
| 5Y | +44.0% | -62.8% | +106.8% | +46.2% |
| All | +66.2% | +27.0% | +39.2% | +32.0% |
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