+33.6%
XLY vs TXG
+43.8%
-10.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -1.7% | +9.5% | -11.2% | -3.0% |
| 30D | -4.2% | +18.8% | -23.0% | -6.6% |
| 3M | -2.7% | +136.1% | -138.8% | -15.0% |
| 6M | -0.6% | +235.2% | -235.9% | -18.3% |
| YTD | -5.0% | +320.5% | -325.6% | -25.1% |
| 1Y | -4.1% | +425.2% | -429.3% | -27.9% |
| 3Y | +33.6% | +42.9% | -9.3% | +16.8% |
| All | +33.6% | +43.8% | -10.2% | +16.8% |
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 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