-41.3%
TE vs XRT
-1.7%
-39.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +12.5% |
| 7D | +18.2% | -0.3% | +18.5% | +18.3% |
| 30D | -13.5% | -5.6% | -7.9% | -8.0% |
| 3M | -44.6% | +2.5% | -47.1% | -47.6% |
| 6M | -24.7% | +3.7% | -28.4% | -29.7% |
| YTD | -24.3% | +1.0% | -25.2% | -27.4% |
| 1Y | +155.6% | -1.2% | +156.8% | +151.0% |
| 3Y | -18.3% | +43.4% | -61.6% | -43.8% |
| 5Y | -41.3% | -0.7% | -40.6% | -40.3% |
| All | -41.3% | -1.7% | -39.6% | -40.3% |
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 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