+802.8%
TEAM vs XRT
+133.8%
+669.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.3% |
| 7D | -0.4% | +0.8% | -1.2% | -1.0% |
| 30D | +67.3% | -4.2% | +71.5% | +72.1% |
| 3M | +86.8% | +5.1% | +81.7% | +81.3% |
| 6M | +146.8% | +2.4% | +144.4% | +142.3% |
| YTD | +16.9% | +3.2% | +13.7% | +14.1% |
| 1Y | +12.8% | +1.5% | +11.3% | +11.0% |
| 3Y | -7.3% | +40.6% | -47.8% | -25.7% |
| 5Y | -50.7% | -1.0% | -49.7% | -53.1% |
| 10Y | +529.8% | +128.4% | +401.4% | +294.6% |
| All | +802.8% | +133.8% | +669.0% | +421.2% |
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 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