+126.1%
TDG vs XRT
-4.5%
+130.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -2.7% | -3.6% | +0.9% | -1.0% |
| 30D | -9.3% | -6.7% | -2.6% | -6.2% |
| 3M | -7.1% | -1.4% | -5.7% | -6.5% |
| 6M | -11.2% | +1.7% | -12.9% | -11.9% |
| YTD | -15.3% | -1.5% | -13.8% | -14.9% |
| 1Y | -12.5% | -2.5% | -10.0% | -11.9% |
| 3Y | +51.2% | +39.9% | +11.3% | +23.4% |
| 5Y | +126.1% | -2.6% | +128.8% | +120.5% |
| All | +126.1% | -4.5% | +130.6% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling