-14.6%
TEAM vs XRT
+42.5%
-57.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -5.2% |
| 7D | -5.7% | -0.3% | -5.4% | -5.4% |
| 30D | +18.3% | -5.6% | +24.0% | +23.9% |
| 3M | +80.2% | +2.5% | +77.7% | +77.7% |
| 6M | +111.0% | +3.7% | +107.3% | +104.9% |
| YTD | +8.8% | +1.0% | +7.8% | +7.5% |
| 1Y | +2.2% | -1.2% | +3.4% | +2.6% |
| 3Y | -14.6% | +43.4% | -58.0% | -39.9% |
| All | -14.6% | +42.5% | -57.1% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling