+607.6%
TEAM vs XRT
+147.2%
+460.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -22.2% | +4.1% | -26.3% | -24.2% |
| 30D | -28.1% | +9.9% | -38.1% | -32.6% |
| 3M | -2.2% | +2.3% | -4.4% | -3.9% |
| 6M | +62.2% | +9.6% | +52.6% | +52.6% |
| YTD | -8.4% | +9.1% | -17.5% | -14.0% |
| 1Y | -6.6% | +16.2% | -22.9% | -16.0% |
| 3Y | -15.7% | +60.1% | -75.8% | -38.0% |
| 5Y | -65.7% | -0.5% | -65.3% | -68.0% |
| 10Y | +441.0% | +145.1% | +295.8% | +222.0% |
| All | +607.6% | +147.2% | +460.4% | +292.9% |
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 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