+335.5%
T vs XRT
+529.0%
-193.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.2% |
| 7D | +1.0% | +0.9% | +0.1% | +0.6% |
| 30D | -10.6% | +7.9% | -18.6% | -13.1% |
| 3M | -7.7% | -0.2% | -7.6% | -7.8% |
| 6M | -13.3% | +5.6% | -18.9% | -15.3% |
| YTD | -8.8% | +5.7% | -14.4% | -11.3% |
| 1Y | -8.4% | +14.6% | -23.0% | -13.7% |
| 3Y | +59.6% | +50.7% | +9.0% | +31.2% |
| 5Y | +52.1% | -4.8% | +56.9% | +46.3% |
| 10Y | +56.9% | +152.6% | -95.8% | -10.2% |
| All | +335.5% | +529.0% | -193.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 all: compounded portfolio wealth divided by compounded XRT 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…
all analysis · Full analysis span regression · 6 months rolling