+98.6%
TFC vs XRT
+123.1%
-24.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -2.5% | -5.6% | +3.2% | +1.6% |
| 3M | +4.5% | +2.5% | +2.0% | +2.3% |
| 6M | +11.0% | +3.7% | +7.3% | +7.6% |
| YTD | +5.9% | +1.0% | +4.9% | +4.7% |
| 1Y | +14.6% | -1.2% | +15.8% | +14.7% |
| 3Y | +96.7% | +43.4% | +53.4% | +49.8% |
| 5Y | +15.6% | -0.7% | +16.3% | +11.1% |
| 10Y | +98.6% | +123.7% | -25.1% | -18.8% |
| All | +98.6% | +123.1% | -24.5% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling