-76.7%
TE vs XRT
+126.7%
-203.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.6% | -5.5% |
| 7D | -10.5% | +2.5% | -13.0% | -12.3% |
| 30D | -32.4% | +10.3% | -42.8% | -37.2% |
| 3M | -60.9% | +2.4% | -63.2% | -61.8% |
| 6M | -62.8% | +10.0% | -72.8% | -65.6% |
| YTD | -65.7% | +9.5% | -75.3% | -68.4% |
| 1Y | -39.9% | +17.2% | -57.1% | -47.1% |
| 3Y | +10.6% | +62.0% | -51.4% | -15.7% |
| 5Y | -79.7% | -2.1% | -77.6% | -82.2% |
| All | -76.7% | +126.7% | -203.4% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling