-80.5%
TE vs XRT
+122.5%
-203.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.3% |
| 7D | -19.1% | +1.7% | -20.8% | -20.1% |
| 30D | -34.1% | +7.5% | -41.6% | -37.6% |
| 3M | -60.1% | +2.2% | -62.3% | -61.0% |
| 6M | -66.0% | +14.7% | -80.6% | -69.4% |
| YTD | -71.4% | +7.5% | -78.9% | -73.3% |
| 1Y | -45.3% | +14.1% | -59.4% | -50.9% |
| 3Y | +9.1% | +58.8% | -49.6% | -15.5% |
| 5Y | -82.6% | -3.9% | -78.7% | -84.5% |
| All | -80.5% | +122.5% | -203.1% | -83.4% |
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 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