+32.9%
XLV vs TXG
+406.9%
-374.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.4% | +2.9% |
| 7D | +5.5% | -19.3% | +24.8% | +6.3% |
| 30D | +13.3% | -30.9% | +44.2% | +14.8% |
| 3M | +17.4% | +41.1% | -23.6% | +14.9% |
| 6M | +32.1% | +211.9% | -179.7% | +22.7% |
| YTD | +24.0% | +314.0% | -289.9% | +14.4% |
| 1Y | +32.9% | +405.4% | -372.5% | +21.9% |
| All | +32.9% | +406.9% | -374.0% | +21.9% |
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