-2.5%
XRT vs TXG
-63.1%
+60.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -1.4% | -8.1% | +6.7% | -0.1% |
| 30D | +9.8% | -17.5% | +27.2% | +12.6% |
| 3M | +3.3% | +6.1% | -2.8% | -0.6% |
| 6M | +13.6% | +202.7% | -189.1% | -14.0% |
| YTD | +9.1% | +280.4% | -271.4% | -22.8% |
| 1Y | +15.1% | +274.0% | -259.0% | -18.7% |
| 3Y | +59.9% | +74.9% | -14.9% | +24.6% |
| All | -2.5% | -63.1% | +60.6% | -6.3% |
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 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