+14.9%
XYL vs TXG
+43.8%
-28.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | +1.2% | +9.5% | -8.3% | +0.1% |
| 30D | -11.9% | +18.8% | -30.7% | -13.8% |
| 3M | -1.5% | +136.1% | -137.7% | -11.9% |
| 6M | -11.9% | +235.2% | -247.1% | -25.1% |
| YTD | -20.6% | +320.5% | -341.1% | -34.7% |
| 1Y | -23.5% | +425.2% | -448.7% | -39.5% |
| 3Y | +14.9% | +42.9% | -28.0% | +5.8% |
| All | +14.9% | +43.8% | -28.9% | +5.8% |
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