+41.0%
XRT vs TXG
+41.0%
-0.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -2.4% | +9.1% | -11.6% | -3.8% |
| 30D | -6.9% | +14.9% | -21.8% | -9.3% |
| 3M | -0.4% | +120.0% | -120.4% | -14.1% |
| 6M | +2.2% | +221.8% | -219.6% | -18.4% |
| YTD | -0.7% | +312.6% | -313.2% | -24.8% |
| 1Y | -2.0% | +398.4% | -400.4% | -29.7% |
| All | +41.0% | +41.0% | -0.1% | +27.4% |
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