+52.7%
TE vs XRT
+61.0%
-8.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.6% | -7.3% |
| 7D | -10.5% | +2.5% | -13.0% | -13.7% |
| 30D | -32.4% | +10.3% | -42.8% | -40.8% |
| 3M | -60.9% | +2.4% | -63.2% | -62.5% |
| 6M | -62.8% | +10.0% | -72.8% | -68.2% |
| YTD | -65.7% | +9.5% | -75.3% | -71.1% |
| 1Y | -39.9% | +17.2% | -57.1% | -54.0% |
| All | +52.7% | +61.0% | -8.3% | -7.3% |
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