+51.8%
XYL vs TXG
+21.5%
+30.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.8% | +2.3% |
| 7D | +1.8% | +9.4% | -7.6% | +0.5% |
| 30D | -9.2% | +26.1% | -35.3% | -12.4% |
| 3M | -0.3% | +124.8% | -125.1% | -12.4% |
| 6M | -11.0% | +215.2% | -226.2% | -26.2% |
| YTD | -19.2% | +302.2% | -321.4% | -35.9% |
| 1Y | -21.2% | +370.9% | -392.1% | -39.7% |
| 3Y | +18.6% | +38.5% | -19.9% | +3.9% |
| 5Y | -14.3% | -64.4% | +50.0% | -15.5% |
| All | +51.8% | +21.5% | +30.3% | +14.8% |
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 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