-53.4%
TE vs XRT
+104.0%
-157.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.2% |
| 7D | +0.9% | -3.6% | +4.5% | +3.4% |
| 30D | -16.3% | -6.7% | -9.6% | -12.3% |
| 3M | -40.8% | -1.4% | -39.4% | -40.9% |
| 6M | -42.6% | +1.7% | -44.3% | -43.9% |
| YTD | -31.4% | -1.5% | -30.0% | -31.6% |
| 1Y | +144.9% | -2.5% | +147.4% | +146.2% |
| 3Y | -26.0% | +39.9% | -65.9% | -37.2% |
| 5Y | -48.5% | -2.6% | -45.9% | -51.6% |
| All | -53.4% | +104.0% | -157.3% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling