+132.8%
XRT vs TXG
+7.8%
+125.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | +1.7% | -1.8% | +3.6% | +2.0% |
| 30D | +7.5% | -20.4% | +27.9% | +10.7% |
| 3M | +2.2% | +0.1% | +2.1% | -0.2% |
| 6M | +14.7% | +176.2% | -161.5% | -8.5% |
| YTD | +7.5% | +256.8% | -249.3% | -19.4% |
| 1Y | +14.1% | +255.9% | -241.8% | -14.9% |
| 3Y | +58.8% | +60.2% | -1.4% | +28.4% |
| 5Y | -3.9% | -65.1% | +61.2% | -10.4% |
| All | +132.8% | +7.8% | +125.0% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling