+113.4%
XRT vs TXG
+22.9%
+90.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -3.6% | +5.0% | -8.6% | -4.5% |
| 30D | -6.7% | +13.5% | -20.2% | -9.1% |
| 3M | -1.4% | +128.0% | -129.4% | -16.4% |
| 6M | +1.7% | +224.4% | -222.7% | -20.1% |
| YTD | -1.5% | +307.0% | -308.5% | -26.4% |
| 1Y | -2.5% | +427.2% | -429.7% | -31.8% |
| 3Y | +39.9% | +40.2% | -0.3% | +18.2% |
| 5Y | -2.6% | -64.0% | +61.4% | -8.8% |
| All | +113.4% | +22.9% | +90.5% | +60.1% |
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