-2.1%
TEAM vs XRT
+12.4%
-14.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | -16.9% | -0.4% | -16.5% | -16.6% |
| 30D | -26.8% | +7.5% | -34.3% | -29.6% |
| 3M | -1.9% | +2.3% | -4.2% | -3.0% |
| 6M | +79.2% | +12.8% | +66.3% | +72.3% |
| YTD | -6.1% | +7.1% | -13.1% | -8.2% |
| 1Y | -2.1% | +12.3% | -14.3% | -7.2% |
| All | -2.1% | +12.4% | -14.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling