+2,642.4%
TER vs XRT
+514.3%
+2,128.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.6% |
| 7D | +0.6% | +0.8% | -0.2% | 0.0% |
| 30D | -8.3% | -4.2% | -4.1% | -5.2% |
| 3M | -12.2% | +5.1% | -17.3% | -17.1% |
| 6M | +17.1% | +2.4% | +14.7% | +14.0% |
| YTD | +84.7% | +3.2% | +81.5% | +78.7% |
| 1Y | +199.9% | +1.5% | +198.4% | +193.3% |
| 3Y | +232.8% | +40.6% | +192.2% | +145.6% |
| 5Y | +198.6% | -1.0% | +199.6% | +194.7% |
| 10Y | +1,669.7% | +128.4% | +1,541.3% | +615.3% |
| All | +2,642.4% | +514.3% | +2,128.1% | +276.3% |
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