-31.5%
XYL vs TXG
+406.9%
-438.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.5% | +4.9% |
| 7D | +14.5% | -19.3% | +33.8% | +15.0% |
| 30D | -1.3% | -30.9% | +29.6% | 0.0% |
| 3M | -17.0% | +41.1% | -58.1% | -20.6% |
| 6M | -11.3% | +211.9% | -223.2% | -22.4% |
| YTD | -25.0% | +314.0% | -338.9% | -36.4% |
| 1Y | -31.5% | +405.4% | -436.9% | -43.3% |
| All | -31.5% | +406.9% | -438.5% | -43.3% |
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