+50.0%
TDG vs XRT
+40.3%
+9.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -8.0% | -6.9% | -1.1% | -5.5% |
| 3M | -10.5% | -0.4% | -10.1% | -10.4% |
| 6M | -11.9% | +2.2% | -14.1% | -12.6% |
| YTD | -15.4% | -0.7% | -14.7% | -15.3% |
| 1Y | -14.2% | -2.0% | -12.2% | -13.9% |
| All | +50.0% | +40.3% | +9.7% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling