-50.3%
TEAM vs XRT
-1.0%
-49.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.6% |
| 7D | -0.4% | +0.8% | -1.2% | -1.3% |
| 30D | +67.3% | -4.2% | +71.5% | +74.8% |
| 3M | +86.8% | +5.1% | +81.7% | +78.0% |
| 6M | +146.8% | +2.4% | +144.4% | +139.0% |
| YTD | +16.9% | +3.2% | +13.7% | +11.9% |
| 1Y | +12.8% | +1.5% | +11.3% | +9.2% |
| 3Y | -7.3% | +40.6% | -47.8% | -39.0% |
| All | -50.3% | -1.0% | -49.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling