-3.3%
XRT vs TXG
-63.6%
+60.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | -2.4% | +9.1% | -11.6% | -4.2% |
| 30D | -6.9% | +14.9% | -21.8% | -9.8% |
| 3M | -0.4% | +120.0% | -120.4% | -16.8% |
| 6M | +2.2% | +221.8% | -219.6% | -22.2% |
| YTD | -0.7% | +312.6% | -313.2% | -29.0% |
| 1Y | -2.0% | +398.4% | -400.4% | -34.1% |
| 3Y | +41.0% | +42.1% | -1.1% | +18.3% |
| 5Y | -3.3% | -63.5% | +60.2% | -5.2% |
| All | -3.3% | -63.6% | +60.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling