+61.1%
XRT vs TXG
+76.2%
-15.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -1.4% | -8.1% | +6.7% | -0.4% |
| 30D | +9.8% | -17.5% | +27.2% | +11.9% |
| 3M | +3.3% | +6.1% | -2.8% | +0.1% |
| 6M | +13.6% | +202.7% | -189.1% | -9.2% |
| YTD | +9.1% | +280.4% | -271.4% | -17.5% |
| 1Y | +15.1% | +274.0% | -259.0% | -13.2% |
| All | +61.1% | +76.2% | -15.1% | +30.9% |
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