+151.8%
TER vs XRT
+49.6%
+102.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +4.0% |
| 7D | -20.5% | +0.9% | -21.3% | -21.3% |
| 30D | -47.0% | +7.9% | -55.0% | -51.0% |
| 3M | -43.3% | -0.2% | -43.1% | -44.2% |
| 6M | -42.9% | +5.6% | -48.5% | -47.5% |
| YTD | +12.9% | +5.7% | +7.2% | +4.3% |
| 1Y | +18.2% | +14.6% | +3.6% | +0.8% |
| 3Y | +151.8% | +50.7% | +101.1% | +67.2% |
| All | +151.8% | +49.6% | +102.2% | +67.2% |
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 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