+144.9%
TE vs XRT
-2.3%
+147.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.2% |
| 7D | +0.9% | -3.6% | +4.5% | +3.0% |
| 30D | -16.3% | -6.7% | -9.6% | -12.7% |
| 3M | -40.8% | -1.4% | -39.4% | -41.7% |
| 6M | -42.6% | +1.7% | -44.3% | -45.2% |
| YTD | -31.4% | -1.5% | -30.0% | -33.4% |
| 1Y | +144.9% | -2.5% | +147.4% | +130.1% |
| All | +144.9% | -2.3% | +147.3% | +130.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling