+452.0%
TEAM vs XRT
+135.4%
+316.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.1% |
| 7D | -16.9% | -0.4% | -16.5% | -16.6% |
| 30D | -26.8% | +7.5% | -34.3% | -30.3% |
| 3M | -1.9% | +2.3% | -4.2% | -3.7% |
| 6M | +79.2% | +12.8% | +66.3% | +65.3% |
| YTD | -6.1% | +7.1% | -13.1% | -10.7% |
| 1Y | -2.1% | +12.3% | -14.3% | -9.8% |
| 3Y | -13.6% | +57.0% | -70.6% | -35.5% |
| 5Y | -65.8% | -4.3% | -61.5% | -67.9% |
| All | +452.0% | +135.4% | +316.6% | +255.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling